+459.9%
DDOG vs GPN
-42.4%
+502.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | +0.3% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -10.1% | +3.8% | -14.0% | -11.9% |
| 3M | -9.3% | +39.2% | -48.4% | -22.9% |
| 6M | +67.2% | +17.9% | +49.3% | +53.0% |
| YTD | +54.6% | +16.4% | +38.2% | +41.0% |
| 1Y | +54.1% | +3.6% | +50.5% | +47.2% |
| 3Y | +115.3% | -26.7% | +141.9% | +135.2% |
| 5Y | +50.6% | -44.8% | +95.4% | +82.4% |
| All | +459.9% | -42.4% | +502.2% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling