+467.8%
GS vs DDOG
+427.7%
+40.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.9% | -10.1% | +11.1% | +2.3% |
| 30D | -1.6% | -24.8% | +23.2% | +1.6% |
| 3M | -4.5% | -12.6% | +8.1% | -3.5% |
| 6M | +20.9% | +79.9% | -59.1% | +9.7% |
| YTD | +19.9% | +56.6% | -36.7% | +10.4% |
| 1Y | +41.4% | +61.6% | -20.2% | +28.7% |
| 3Y | +239.2% | +117.9% | +121.3% | +191.6% |
| 5Y | +185.0% | +54.2% | +130.8% | +144.3% |
| All | +467.8% | +427.7% | +40.1% | +257.8% |
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