+41.4%
GS vs DDOG
+61.3%
-19.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +0.9% | -10.1% | +11.1% | +1.5% |
| 30D | -1.6% | -24.8% | +23.2% | -0.1% |
| 3M | -4.5% | -12.6% | +8.1% | -3.7% |
| 6M | +20.9% | +79.9% | -59.1% | +16.0% |
| YTD | +19.9% | +56.6% | -36.7% | +15.2% |
| 1Y | +41.4% | +61.6% | -20.2% | +37.4% |
| All | +41.4% | +61.3% | -19.9% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling