-3.6%
DDOG vs GM
+40.9%
-44.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -33.2% |
| 3M | -27.0% | -0.2% | -26.7% | -27.8% |
| 6M | -10.3% | +13.9% | -24.2% | -16.6% |
| YTD | +35.4% | +6.5% | +29.0% | +28.1% |
| 1Y | -1.0% | +20.7% | -21.6% | -11.6% |
| 3Y | +76.7% | +229.5% | -152.8% | -16.2% |
| All | -3.6% | +40.9% | -44.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling