+19.8%
DDOG vs GPC
+6.5%
+13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.7% | -16.1% | -14.2% |
| 7D | -32.2% | +4.1% | -36.3% | -31.9% |
| 30D | -31.7% | +0.1% | -31.9% | -31.7% |
| 3M | -34.5% | -3.9% | -30.6% | -34.5% |
| 6M | +28.7% | +24.4% | +4.3% | +29.5% |
| YTD | +38.8% | +5.7% | +33.1% | +49.2% |
| 1Y | +19.8% | +6.8% | +13.1% | +29.5% |
| All | +19.8% | +6.5% | +13.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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