+390.4%
DDOG vs GRMN
+283.2%
+107.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +2.9% | -0.9% | +3.7% | +3.3% |
| 30D | -31.6% | +1.2% | -32.8% | -32.6% |
| 3M | -27.0% | -8.9% | -18.1% | -24.2% |
| 6M | -10.3% | +23.0% | -33.3% | -21.1% |
| YTD | +35.4% | +41.2% | -5.8% | +8.5% |
| 1Y | -1.0% | +47.5% | -48.5% | -22.7% |
| 3Y | +76.7% | +155.8% | -79.1% | -12.3% |
| 5Y | -4.6% | +120.2% | -124.8% | -49.6% |
| All | +390.4% | +283.2% | +107.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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