+489.1%
DDOG vs GM
+138.9%
+350.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.9% | -2.4% | +6.3% | +4.5% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -5.6% | +6.1% | -11.7% | -7.4% |
| 6M | +73.5% | +15.0% | +58.5% | +65.0% |
| YTD | +62.7% | +6.0% | +56.7% | +58.0% |
| 1Y | +59.0% | +47.1% | +11.9% | +38.6% |
| 3Y | +117.1% | +170.5% | -53.4% | +49.4% |
| 5Y | +61.3% | +80.5% | -19.2% | +21.9% |
| All | +489.1% | +138.9% | +350.2% | +287.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling