+137.7%
GLD vs DDOG
+61.1%
+76.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | +3.9% | -5.9% | -2.0% |
| 30D | -1.5% | -8.2% | +6.7% | -1.4% |
| 3M | +3.2% | -5.6% | +8.8% | +3.2% |
| 6M | -16.3% | +73.5% | -89.8% | -16.9% |
| YTD | +0.6% | +62.7% | -62.0% | -0.1% |
| 1Y | +19.1% | +59.0% | -39.9% | +18.2% |
| 3Y | +123.5% | +117.1% | +6.4% | +119.7% |
| All | +137.7% | +61.1% | +76.6% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling