+60.4%
DDOG vs GSK
+24.6%
+35.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.2% |
| 7D | +7.7% | -3.6% | +11.3% | +6.7% |
| 30D | -13.6% | -5.9% | -7.7% | -14.8% |
| 3M | -0.9% | -4.3% | +3.3% | -1.7% |
| 6M | +75.2% | -10.8% | +86.0% | +73.5% |
| YTD | +65.7% | +1.8% | +63.9% | +54.8% |
| 1Y | +60.4% | +23.5% | +36.9% | +38.0% |
| All | +60.4% | +24.6% | +35.8% | +38.0% |
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