+360.7%
GLW vs DDOG
+343.7%
+17.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | -13.9% | -23.9% | +10.0% | -10.6% |
| 30D | -35.0% | -34.0% | -1.0% | -31.1% |
| 3M | -32.4% | -21.9% | -10.4% | -30.2% |
| 6M | -41.3% | +24.6% | -65.9% | -44.0% |
| YTD | +21.8% | +31.7% | -9.8% | +14.0% |
| 1Y | +21.8% | -6.2% | +28.0% | +20.3% |
| 3Y | +307.7% | +125.1% | +182.6% | +241.3% |
| 5Y | +213.7% | -3.5% | +217.2% | +182.5% |
| All | +360.7% | +343.7% | +17.0% | +173.5% |
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