+59.0%
DDOG vs GNRC
+0.9%
+58.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.2% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -8.2% | -15.7% | +7.6% | -8.6% |
| 3M | -5.6% | -27.3% | +21.8% | -6.6% |
| 6M | +73.5% | -12.1% | +85.6% | +71.4% |
| YTD | +62.7% | +37.1% | +25.5% | +59.1% |
| 1Y | +59.0% | -0.5% | +59.4% | +60.8% |
| All | +59.0% | +0.9% | +58.1% | +60.8% |
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