+20.1%
DDOG vs GTLB
-49.4%
+69.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.2% |
| 30D | -31.6% | -10.2% | -21.4% | -28.0% |
| 3M | -27.0% | +10.1% | -37.1% | -30.7% |
| 6M | -10.3% | +116.5% | -126.8% | -37.3% |
| YTD | +35.4% | +27.2% | +8.2% | +18.7% |
| 1Y | -1.0% | +8.6% | -9.5% | -7.8% |
| 3Y | +76.7% | +5.6% | +71.1% | +48.6% |
| 5Y | -4.6% | -61.8% | +57.2% | -6.3% |
| All | +20.1% | -49.4% | +69.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling