+145.0%
DPZ vs GAP
+1.5%
+143.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.6% |
| 7D | +2.2% | -1.9% | +4.1% | +2.4% |
| 30D | +15.5% | -7.1% | +22.5% | +16.2% |
| 3M | -2.0% | +4.1% | -6.1% | -2.4% |
| 6M | +12.1% | +1.9% | +10.2% | +11.6% |
| YTD | -16.6% | -15.2% | -1.4% | -16.1% |
| 1Y | -14.6% | -10.6% | -3.9% | -14.5% |
| 3Y | -4.1% | +74.6% | -78.7% | -11.2% |
| 5Y | -28.3% | +3.7% | -32.0% | -33.3% |
| All | +145.0% | +1.5% | +143.5% | +126.4% |
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