-27.8%
DPZ vs GAP
+10.4%
-38.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.4% |
| 7D | +3.7% | 0.0% | +3.6% | +3.6% |
| 30D | +8.0% | -4.3% | +12.3% | +8.5% |
| 3M | -4.2% | +9.4% | -13.6% | -5.3% |
| 6M | +4.6% | -3.3% | +7.9% | +4.4% |
| YTD | -18.4% | -10.5% | -7.9% | -18.3% |
| 1Y | -16.8% | -2.4% | -14.4% | -17.6% |
| 3Y | -5.0% | +80.1% | -85.1% | -16.5% |
| 5Y | -27.8% | +6.5% | -34.3% | -37.0% |
| All | -27.8% | +10.4% | -38.2% | -37.0% |
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