+96.9%
GLD vs DDOG
+77.9%
+19.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | +2.9% | -7.4% | -4.6% |
| 30D | -5.5% | -31.6% | +26.2% | -5.2% |
| 3M | -10.9% | -27.0% | +16.1% | -10.6% |
| 6M | -17.4% | -10.3% | -7.1% | -17.2% |
| YTD | -10.3% | +35.4% | -45.7% | -10.0% |
| 1Y | -7.2% | -1.0% | -6.2% | -6.2% |
| 3Y | +96.9% | +76.7% | +20.3% | +87.9% |
| All | +96.9% | +77.9% | +19.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling