+459.9%
DDOG vs GNRC
+133.4%
+326.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.8% |
| 7D | -6.1% | +4.8% | -10.9% | -7.7% |
| 30D | -10.1% | -10.4% | +0.2% | -7.1% |
| 3M | -9.3% | -28.5% | +19.2% | +0.3% |
| 6M | +67.2% | -6.8% | +73.9% | +63.5% |
| YTD | +54.6% | +39.5% | +15.1% | +25.9% |
| 1Y | +54.1% | +3.4% | +50.7% | +39.5% |
| 3Y | +115.3% | +65.1% | +50.1% | +49.0% |
| 5Y | +50.6% | -57.1% | +107.7% | +71.9% |
| All | +459.9% | +133.4% | +326.4% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling