+117.6%
DDOG vs GM
+168.3%
-50.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | +3.2% | -1.1% | +4.3% | +3.4% |
| 30D | -10.2% | -3.4% | -6.7% | -9.7% |
| 3M | -2.6% | +8.7% | -11.3% | -3.7% |
| 6M | +80.1% | +15.4% | +64.7% | +75.6% |
| YTD | +63.0% | +6.6% | +56.4% | +60.9% |
| 1Y | +59.4% | +51.5% | +7.9% | +46.7% |
| All | +117.6% | +168.3% | -50.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling