+19.8%
DDOG vs GSK
+14.9%
+4.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.0% | -19.5% | -11.9% |
| 7D | -32.2% | +4.9% | -37.2% | -30.1% |
| 30D | -31.7% | +9.9% | -41.6% | -28.2% |
| 3M | -34.5% | +0.2% | -34.7% | -33.3% |
| 6M | +28.7% | +2.3% | +26.3% | +32.8% |
| YTD | +38.8% | +7.1% | +31.7% | +29.2% |
| 1Y | +19.8% | +13.1% | +6.7% | +7.1% |
| All | +19.8% | +14.9% | +4.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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