+115.3%
DDOG vs GRMN
+182.7%
-67.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -6.1% | +0.2% | -6.3% | -6.1% |
| 30D | -10.1% | -11.3% | +1.2% | -7.1% |
| 3M | -9.3% | +17.7% | -27.0% | -13.0% |
| 6M | +67.2% | +14.2% | +53.0% | +61.0% |
| YTD | +54.6% | +37.0% | +17.6% | +40.7% |
| 1Y | +54.1% | +17.0% | +37.1% | +46.4% |
| 3Y | +115.3% | +183.2% | -67.9% | +79.1% |
| All | +115.3% | +182.7% | -67.4% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling