+375.1%
GS vs DDOG
+332.7%
+42.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.5% | +1.1% | -5.4% |
| 7D | -6.3% | -34.3% | +28.0% | -1.6% |
| 30D | -3.1% | -37.2% | +34.1% | +2.2% |
| 3M | -17.7% | -38.3% | +20.7% | -13.4% |
| 6M | -4.6% | +19.8% | -24.4% | -8.8% |
| YTD | +0.3% | +28.4% | -28.1% | -5.9% |
| 1Y | +11.7% | +12.7% | -0.9% | +6.2% |
| 3Y | +183.6% | +112.8% | +70.7% | +143.4% |
| 5Y | +141.0% | -5.9% | +146.8% | +117.0% |
| All | +375.1% | +332.7% | +42.4% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling