-2.5%
DPZ vs GAP
+74.8%
-77.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.8% |
| 7D | +9.5% | -2.1% | +11.6% | +9.7% |
| 30D | +12.8% | -5.1% | +17.9% | +13.2% |
| 3M | -6.2% | +9.8% | -16.0% | -7.0% |
| 6M | +4.3% | -3.6% | +7.9% | +4.0% |
| YTD | -16.6% | -9.8% | -6.8% | -16.7% |
| 1Y | -12.8% | -1.5% | -11.4% | -13.6% |
| All | -2.5% | +74.8% | -77.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling