+373.4%
GS vs DDOG
+343.7%
+29.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -3.2% | -23.9% | +20.7% | -0.1% |
| 30D | -2.4% | -34.0% | +31.6% | +2.3% |
| 3M | -15.7% | -21.9% | +6.2% | -13.8% |
| 6M | -6.8% | +24.6% | -31.4% | -11.4% |
| YTD | -0.1% | +31.7% | -31.7% | -6.5% |
| 1Y | +12.1% | -6.2% | +18.3% | +9.7% |
| 3Y | +185.8% | +125.1% | +60.7% | +143.6% |
| 5Y | +140.1% | -3.5% | +143.6% | +115.6% |
| All | +373.4% | +343.7% | +29.7% | +203.0% |
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