+467.1%
DDOG vs GLDM
+192.6%
+274.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -10.1% | -0.5% | -9.6% | -10.0% |
| 30D | -24.8% | +4.4% | -29.2% | -25.5% |
| 3M | -12.6% | -1.1% | -11.5% | -12.5% |
| 6M | +79.9% | -13.7% | +93.6% | +85.1% |
| YTD | +56.6% | +2.8% | +53.8% | +52.0% |
| 1Y | +61.6% | +24.8% | +36.7% | +46.8% |
| 3Y | +117.9% | +127.8% | -9.9% | +53.2% |
| 5Y | +54.2% | +141.1% | -86.9% | +2.8% |
| All | +467.1% | +192.6% | +274.4% | +291.2% |
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