+151.2%
GLD vs DDOG
+357.1%
-206.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -5.5% | +5.6% | -11.1% | -5.6% |
| 30D | -7.0% | -34.9% | +27.9% | -6.3% |
| 3M | -12.4% | -23.4% | +11.1% | -12.0% |
| 6M | -18.0% | -7.7% | -10.3% | -18.1% |
| YTD | -10.5% | +35.6% | -46.1% | -11.3% |
| 1Y | -8.1% | -3.4% | -4.7% | -8.2% |
| 3Y | +97.7% | +78.0% | +19.7% | +93.6% |
| 5Y | +103.4% | -4.4% | +107.9% | +100.2% |
| All | +151.2% | +357.1% | -206.0% | +131.6% |
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