+396.4%
GLW vs DDOG
+356.4%
+39.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +7.7% | +2.9% | +4.9% | +7.3% |
| 30D | -18.8% | -31.6% | +12.8% | -14.4% |
| 3M | -27.7% | -27.0% | -0.7% | -24.6% |
| 6M | -44.4% | -10.3% | -34.1% | -44.2% |
| YTD | +31.3% | +35.4% | -4.1% | +22.4% |
| 1Y | +40.0% | -1.0% | +41.0% | +37.2% |
| 3Y | +339.2% | +76.7% | +262.6% | +283.7% |
| 5Y | +229.2% | -4.6% | +233.8% | +197.1% |
| All | +396.4% | +356.4% | +39.9% | +193.6% |
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 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