+158.5%
GLD vs DDOG
+357.0%
-198.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -4.4% | -35.8% | +31.4% | -3.7% |
| 3M | -8.9% | -25.3% | +16.4% | -8.5% |
| 6M | -16.0% | -8.9% | -7.1% | -16.0% |
| YTD | -7.9% | +35.6% | -43.4% | -8.7% |
| 1Y | -3.9% | -6.8% | +2.9% | -3.9% |
| 3Y | +103.4% | +77.9% | +25.5% | +99.2% |
| 5Y | +109.7% | -3.1% | +112.9% | +106.3% |
| All | +158.5% | +357.0% | -198.5% | +138.3% |
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