+63.6%
DDOG vs GNRC
-58.7%
+122.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -8.2% | -15.7% | +7.6% | -2.7% |
| 3M | -5.6% | -27.3% | +21.8% | +4.0% |
| 6M | +73.5% | -12.1% | +85.6% | +73.0% |
| YTD | +62.7% | +37.1% | +25.5% | +31.4% |
| 1Y | +59.0% | -0.5% | +59.4% | +45.2% |
| 3Y | +117.1% | +61.5% | +55.6% | +46.0% |
| All | +63.6% | -58.7% | +122.3% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling