+391.2%
DDOG vs GPC
+53.7%
+337.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +5.6% | -1.3% | +6.9% | +6.0% |
| 30D | -34.9% | -6.0% | -28.9% | -34.0% |
| 3M | -23.4% | -7.6% | -15.8% | -22.2% |
| 6M | -7.7% | +24.2% | -32.0% | -14.6% |
| YTD | +35.6% | +2.7% | +32.9% | +31.6% |
| 1Y | -3.4% | +0.2% | -3.5% | -5.6% |
| 3Y | +78.0% | -0.8% | +78.7% | +68.6% |
| 5Y | -4.4% | +4.4% | -8.9% | -10.0% |
| All | +391.2% | +53.7% | +337.6% | +304.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling