+124.0%
DPZ vs GAP
+15.9%
+108.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.8% |
| 7D | +6.6% | -3.8% | +10.3% | +6.9% |
| 30D | +10.3% | -9.0% | +19.3% | +11.1% |
| 3M | -6.2% | +5.5% | -11.6% | -6.7% |
| 6M | +4.2% | -11.1% | +15.3% | +4.8% |
| YTD | -18.4% | -13.6% | -4.8% | -18.0% |
| 1Y | -14.9% | -2.9% | -12.1% | -15.4% |
| 3Y | -4.6% | +69.6% | -74.2% | -11.3% |
| 5Y | -27.4% | +5.4% | -32.8% | -32.5% |
| All | +124.0% | +15.9% | +108.1% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling