+489.1%
DDOG vs GPN
-43.1%
+532.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.9% | -4.6% | +8.5% | +6.0% |
| 30D | -8.2% | -0.3% | -7.9% | -8.4% |
| 3M | -5.6% | +35.4% | -41.0% | -18.9% |
| 6M | +73.5% | +21.7% | +51.9% | +56.3% |
| YTD | +62.7% | +14.9% | +47.8% | +49.1% |
| 1Y | +59.0% | +3.2% | +55.8% | +51.9% |
| 3Y | +117.1% | -27.1% | +144.3% | +137.5% |
| 5Y | +61.3% | -44.4% | +105.7% | +94.6% |
| All | +489.1% | -43.1% | +532.2% | +489.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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