+61.6%
DDOG vs GM
+52.7%
+8.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -10.1% | +1.7% | -11.9% | -10.2% |
| 30D | -24.8% | -1.6% | -23.2% | -24.8% |
| 3M | -12.6% | +5.7% | -18.3% | -12.1% |
| 6M | +79.9% | +12.2% | +67.8% | +80.4% |
| YTD | +56.6% | +8.4% | +48.2% | +57.3% |
| 1Y | +61.6% | +52.3% | +9.3% | +62.0% |
| All | +61.6% | +52.7% | +8.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling