+76.7%
DDOG vs GM
+231.6%
-154.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | -0.2% | +3.0% | +2.9% |
| 30D | -31.6% | +3.6% | -35.2% | -32.2% |
| 3M | -27.0% | -0.2% | -26.7% | -27.2% |
| 6M | -10.3% | +13.9% | -24.2% | -12.6% |
| YTD | +35.4% | +6.5% | +29.0% | +33.0% |
| 1Y | -1.0% | +20.7% | -21.6% | -5.3% |
| 3Y | +76.7% | +229.5% | -152.8% | +24.7% |
| All | +76.7% | +231.6% | -154.9% | +24.7% |
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