-28.8%
DPZ vs GAP
+9.0%
-37.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | -4.5% | +1.9% | -2.1% |
| 30D | -7.0% | +9.0% | -16.0% | -7.9% |
| 3M | +11.6% | +5.0% | +6.6% | +10.9% |
| 6M | -15.2% | -17.8% | +2.6% | -14.0% |
| YTD | -17.2% | -10.4% | -6.9% | -17.1% |
| 1Y | -24.8% | -3.4% | -21.5% | -25.5% |
| 3Y | -8.7% | +111.5% | -120.1% | -21.3% |
| All | -28.8% | +9.0% | -37.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling