+24.5%
GLD vs DDOG
+61.3%
-36.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -10.1% | +9.6% | -0.6% |
| 30D | +4.4% | -24.8% | +29.2% | +4.2% |
| 3M | -1.1% | -12.6% | +11.5% | -1.2% |
| 6M | -13.8% | +79.9% | -93.7% | -12.5% |
| YTD | +2.6% | +56.6% | -53.9% | +4.2% |
| 1Y | +24.5% | +61.6% | -37.1% | +25.4% |
| All | +24.5% | +61.3% | -36.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling