+168.6%
GLD vs DDOG
+345.2%
-176.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +4.9% | -16.9% | +21.8% | +5.3% |
| 30D | -1.3% | -38.8% | +37.4% | -0.4% |
| 3M | -4.8% | -23.2% | +18.5% | -4.4% |
| 6M | -12.5% | -10.3% | -2.2% | -12.5% |
| YTD | -4.2% | +32.1% | -36.3% | -5.1% |
| 1Y | +3.0% | -6.1% | +9.1% | +3.0% |
| 3Y | +109.1% | +79.2% | +29.9% | +104.7% |
| 5Y | +121.6% | -8.6% | +130.2% | +118.3% |
| All | +168.6% | +345.2% | -176.5% | +147.8% |
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