+467.1%
DDOG vs GPC
+72.7%
+394.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -10.1% | +1.2% | -11.3% | -10.5% |
| 30D | -24.8% | +6.0% | -30.8% | -26.2% |
| 3M | -12.6% | +42.6% | -55.2% | -21.7% |
| 6M | +79.9% | +22.8% | +57.2% | +67.9% |
| YTD | +56.6% | +15.5% | +41.1% | +47.9% |
| 1Y | +61.6% | +2.0% | +59.5% | +58.4% |
| 3Y | +117.9% | -1.4% | +119.3% | +109.8% |
| 5Y | +54.2% | +30.6% | +23.6% | +38.4% |
| All | +467.1% | +72.7% | +394.3% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling