-3.1%
DDOG vs GSK
+43.9%
-47.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.3% |
| 7D | -2.3% | -1.1% | -1.2% | -2.3% |
| 30D | -35.8% | +7.8% | -43.7% | -35.8% |
| 3M | -25.3% | +0.3% | -25.6% | -25.2% |
| 6M | -8.9% | +3.4% | -12.3% | -9.0% |
| YTD | +35.6% | +5.9% | +29.7% | +33.6% |
| 1Y | -6.8% | +8.2% | -15.0% | -8.5% |
| 3Y | +77.9% | +65.3% | +12.6% | +59.2% |
| 5Y | -3.1% | +43.3% | -46.4% | -18.6% |
| All | -3.1% | +43.9% | -47.0% | -18.6% |
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