+50.6%
DDOG vs GSK
+46.9%
+3.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.2% |
| 7D | -6.1% | -4.2% | -1.9% | -6.0% |
| 30D | -10.1% | -7.5% | -2.6% | -10.0% |
| 3M | -9.3% | -3.3% | -6.0% | -9.3% |
| 6M | +67.2% | -9.3% | +76.5% | +67.6% |
| YTD | +54.6% | +1.6% | +53.0% | +52.2% |
| 1Y | +54.1% | +25.5% | +28.6% | +47.8% |
| 3Y | +115.3% | +49.3% | +66.0% | +96.2% |
| 5Y | +50.6% | +46.7% | +4.0% | +32.2% |
| All | +50.6% | +46.9% | +3.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling