+19.8%
DDOG vs GNRC
+17.5%
+2.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -9.5% | -4.9% | -13.8% |
| 7D | -32.2% | -6.0% | -26.2% | -31.8% |
| 30D | -31.7% | -12.0% | -19.7% | -31.4% |
| 3M | -34.5% | -13.4% | -21.1% | -34.3% |
| 6M | +28.7% | -26.4% | +55.0% | +27.2% |
| YTD | +38.8% | +38.8% | -0.1% | +41.5% |
| 1Y | +19.8% | +20.9% | -1.1% | +23.1% |
| All | +19.8% | +17.5% | +2.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling