+459.9%
DDOG vs GPC
+67.7%
+392.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | -6.1% | +0.2% | -6.3% | -6.2% |
| 30D | -10.1% | -0.4% | -9.7% | -10.2% |
| 3M | -9.3% | +39.2% | -48.4% | -18.1% |
| 6M | +67.2% | +18.2% | +49.0% | +57.6% |
| YTD | +54.6% | +12.1% | +42.5% | +47.2% |
| 1Y | +54.1% | -0.7% | +54.7% | +52.1% |
| 3Y | +115.3% | -1.7% | +116.9% | +106.9% |
| 5Y | +50.6% | +29.3% | +21.3% | +35.8% |
| All | +459.9% | +67.7% | +392.2% | +352.5% |
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 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