+399.5%
GS vs DDOG
+357.1%
+42.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +5.1% | +5.6% | -0.5% | +4.4% |
| 30D | +2.4% | -34.9% | +37.3% | +7.6% |
| 3M | -11.5% | -23.4% | +11.9% | -9.1% |
| 6M | -2.5% | -7.7% | +5.2% | -3.0% |
| YTD | +5.5% | +35.6% | -30.2% | -1.8% |
| 1Y | +11.0% | -3.4% | +14.4% | +8.3% |
| 3Y | +200.1% | +78.0% | +122.1% | +164.2% |
| 5Y | +154.7% | -4.4% | +159.1% | +128.7% |
| All | +399.5% | +357.1% | +42.3% | +218.5% |
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 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