+182.9%
GLD vs DDOG
+421.0%
-238.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | +0.7% | -6.1% | +6.8% | +0.9% |
| 30D | +0.3% | -10.1% | +10.4% | +0.5% |
| 3M | +0.6% | -9.3% | +9.9% | +0.7% |
| 6M | -15.6% | +67.2% | -82.8% | -16.6% |
| YTD | +0.9% | +54.6% | -53.7% | -0.3% |
| 1Y | +19.4% | +54.1% | -34.7% | +17.9% |
| 3Y | +124.5% | +115.3% | +9.2% | +118.8% |
| 5Y | +138.9% | +50.6% | +88.3% | +132.0% |
| All | +182.9% | +421.0% | -238.1% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling