+391.2%
DDOG vs GLDM
+155.5%
+235.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.6% |
| 7D | +5.6% | -5.5% | +11.1% | +6.7% |
| 30D | -34.9% | -7.0% | -27.9% | -34.0% |
| 3M | -23.4% | -12.3% | -11.1% | -21.6% |
| 6M | -7.7% | -17.9% | +10.2% | -4.4% |
| YTD | +35.6% | -10.3% | +45.9% | +35.0% |
| 1Y | -3.4% | -7.8% | +4.4% | -4.7% |
| 3Y | +78.0% | +99.5% | -21.5% | +28.3% |
| 5Y | -4.4% | +106.5% | -110.9% | -34.0% |
| All | +391.2% | +155.5% | +235.7% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling