+37.1%
DDOG vs GTLB
-50.0%
+87.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | +1.1% |
| 7D | -6.1% | +4.6% | -10.6% | -8.6% |
| 30D | -10.1% | +21.0% | -31.1% | -18.1% |
| 3M | -9.3% | +51.7% | -61.0% | -25.7% |
| 6M | +67.2% | +89.3% | -22.1% | +23.9% |
| YTD | +54.6% | +25.6% | +29.0% | +36.3% |
| 1Y | +54.1% | -1.5% | +55.6% | +47.7% |
| 3Y | +115.3% | -9.9% | +125.2% | +95.4% |
| All | +37.1% | -50.0% | +87.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling