-16.1%
DPZ vs FGI
-70.3%
+54.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.0% | +10.4% | +5.5% |
| 7D | +10.1% | +3.3% | +6.8% | +10.1% |
| 30D | +14.6% | -2.0% | +16.7% | +14.6% |
| 3M | -6.8% | +60.3% | -67.0% | -7.0% |
| 6M | +4.4% | +0.7% | +3.6% | +4.3% |
| YTD | -16.8% | +30.2% | -47.0% | -16.8% |
| 1Y | -14.5% | +44.4% | -58.8% | -14.6% |
| 3Y | -1.1% | -0.4% | -0.7% | -1.1% |
| All | -16.1% | -70.3% | +54.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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