+38.8%
DDOG vs GTLB
-47.1%
+86.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.3% |
| 7D | -10.1% | +11.1% | -21.2% | -14.8% |
| 30D | -24.8% | +37.8% | -62.6% | -35.4% |
| 3M | -12.6% | +61.6% | -74.2% | -30.3% |
| 6M | +79.9% | +98.9% | -19.0% | +30.5% |
| YTD | +56.6% | +32.8% | +23.8% | +34.8% |
| 1Y | +61.6% | +14.7% | +46.9% | +44.8% |
| 3Y | +117.9% | +1.3% | +116.5% | +87.6% |
| All | +38.8% | -47.1% | +86.0% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling