+378.3%
DDOG vs GPC
+57.2%
+321.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.3% |
| 7D | -16.9% | +0.8% | -17.7% | -17.1% |
| 30D | -38.8% | -1.1% | -37.7% | -38.8% |
| 3M | -23.2% | -6.6% | -16.6% | -22.2% |
| 6M | -10.3% | +22.2% | -32.5% | -16.5% |
| YTD | +32.1% | +5.1% | +27.0% | +27.5% |
| 1Y | -6.1% | +2.8% | -8.9% | -8.9% |
| 3Y | +79.2% | +2.4% | +76.8% | +68.3% |
| 5Y | -8.6% | +7.8% | -16.4% | -14.5% |
| All | +378.3% | +57.2% | +321.2% | +291.9% |
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