+59.0%
DDOG vs GRMN
+21.5%
+37.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.5% | -1.4% |
| 7D | +3.9% | +2.4% | +1.5% | +3.2% |
| 30D | -8.2% | -8.5% | +0.3% | -6.0% |
| 3M | -5.6% | +19.5% | -25.0% | -8.8% |
| 6M | +73.5% | +21.2% | +52.3% | +66.0% |
| YTD | +62.7% | +41.0% | +21.6% | +44.9% |
| 1Y | +59.0% | +19.6% | +39.4% | +48.0% |
| All | +59.0% | +21.5% | +37.5% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling