+155.6%
GS vs DDOG
-5.4%
+160.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +5.9% | +2.9% | +3.0% | +5.5% |
| 30D | +4.3% | -31.6% | +35.9% | +9.3% |
| 3M | -11.7% | -27.0% | +15.3% | -8.5% |
| 6M | -3.2% | -10.3% | +7.1% | -3.4% |
| YTD | +5.8% | +35.4% | -29.6% | -2.4% |
| 1Y | +16.0% | -1.0% | +17.0% | +12.4% |
| 3Y | +199.8% | +76.7% | +123.1% | +158.0% |
| All | +155.6% | -5.4% | +160.9% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling