+365.0%
DDOG vs GLDM
+170.4%
+194.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.6% |
| 7D | -34.3% | +1.9% | -36.2% | -34.6% |
| 30D | -37.2% | -1.7% | -35.6% | -37.0% |
| 3M | -38.3% | -3.5% | -34.8% | -37.9% |
| 6M | +19.8% | -10.1% | +29.9% | +22.1% |
| YTD | +28.4% | -5.0% | +33.4% | +26.5% |
| 1Y | +12.7% | +2.8% | +9.9% | +8.2% |
| 3Y | +112.8% | +105.1% | +7.7% | +53.7% |
| 5Y | -5.9% | +124.3% | -130.2% | -36.4% |
| All | +365.0% | +170.4% | +194.6% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling