+155.0%
DPZ vs GAP
+32.7%
+122.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | -4.5% | +1.9% | -2.2% |
| 30D | -7.0% | +9.0% | -16.0% | -7.7% |
| 3M | +11.6% | +5.0% | +6.6% | +11.1% |
| 6M | -15.2% | -17.8% | +2.6% | -14.3% |
| YTD | -17.2% | -10.4% | -6.9% | -17.1% |
| 1Y | -24.8% | -3.4% | -21.5% | -25.3% |
| 3Y | -8.7% | +111.5% | -120.1% | -16.6% |
| 5Y | -28.9% | +8.8% | -37.7% | -34.0% |
| All | +155.0% | +32.7% | +122.3% | +134.7% |
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