+2.8%
GLD vs DDOG
+19.2%
-16.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -14.4% | +18.1% | +3.6% |
| 7D | -0.3% | -32.2% | +31.9% | -0.3% |
| 30D | -1.9% | -31.7% | +29.9% | -1.9% |
| 3M | -0.4% | -34.5% | +34.1% | -0.6% |
| 6M | -10.2% | +28.7% | -38.8% | -8.6% |
| YTD | -6.0% | +38.8% | -44.8% | -3.7% |
| 1Y | +2.8% | +19.8% | -17.0% | +5.5% |
| All | +2.8% | +19.2% | -16.4% | +5.5% |
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