+403.3%
GLW vs DDOG
+345.2%
+58.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +8.9% | +9.2% |
| 7D | -5.9% | -16.9% | +11.0% | -3.3% |
| 30D | -26.0% | -38.8% | +12.8% | -20.8% |
| 3M | -29.9% | -23.2% | -6.7% | -27.5% |
| 6M | -37.8% | -10.3% | -27.5% | -37.4% |
| YTD | +33.1% | +32.1% | +1.0% | +24.5% |
| 1Y | +36.8% | -6.1% | +42.9% | +35.1% |
| 3Y | +356.1% | +79.2% | +276.9% | +297.5% |
| 5Y | +243.8% | -8.6% | +252.4% | +212.2% |
| All | +403.3% | +345.2% | +58.2% | +198.7% |
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