+187.9%
GLD vs DDOG
+427.7%
-239.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -10.1% | +9.6% | -0.3% |
| 30D | +4.4% | -24.8% | +29.2% | +4.9% |
| 3M | -1.1% | -12.6% | +11.5% | -1.0% |
| 6M | -13.8% | +79.9% | -93.7% | -15.0% |
| YTD | +2.6% | +56.6% | -53.9% | +1.4% |
| 1Y | +24.5% | +61.6% | -37.1% | +22.8% |
| 3Y | +125.8% | +117.9% | +8.0% | +120.1% |
| 5Y | +137.8% | +54.2% | +83.6% | +130.7% |
| All | +187.9% | +427.7% | -239.8% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling