+490.5%
DDOG vs GME
+1,657.8%
-1,167.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | +3.2% | +6.0% | -2.8% | +3.0% |
| 30D | -10.2% | +8.3% | -18.5% | -10.4% |
| 3M | -2.6% | -9.1% | +6.5% | -2.3% |
| 6M | +80.1% | -16.3% | +96.5% | +81.1% |
| YTD | +63.0% | +1.5% | +61.5% | +62.7% |
| 1Y | +59.4% | -16.3% | +75.7% | +60.1% |
| 3Y | +127.0% | +15.1% | +111.9% | +114.5% |
| 5Y | +61.7% | -57.2% | +118.8% | +54.3% |
| All | +490.5% | +1,657.8% | -1,167.3% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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