+620.4%
GLW vs DDOG
+421.0%
+199.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.8% | +7.7% |
| 7D | +14.0% | -6.1% | +20.1% | +14.9% |
| 30D | +0.4% | -10.1% | +10.5% | +1.4% |
| 3M | -11.3% | -9.3% | -2.1% | -10.8% |
| 6M | +35.1% | +67.2% | -32.1% | +23.1% |
| YTD | +90.5% | +54.6% | +35.9% | +74.2% |
| 1Y | +132.0% | +54.1% | +77.9% | +111.2% |
| 3Y | +463.3% | +115.3% | +348.0% | +375.0% |
| 5Y | +382.5% | +50.6% | +331.9% | +306.2% |
| All | +620.4% | +421.0% | +199.4% | +318.0% |
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