-4.6%
GS vs DDOG
+18.2%
-22.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.1% | -6.0% |
| 7D | -6.3% | -34.3% | +28.0% | -4.8% |
| 30D | -3.1% | -37.2% | +34.1% | -1.4% |
| 3M | -17.7% | -38.3% | +20.7% | -16.3% |
| 6M | -4.6% | +19.8% | -24.4% | -1.3% |
| All | -4.6% | +18.2% | -22.8% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling