+5,666.8%
DPZ vs GAP
+72.0%
+5,594.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.3% |
| 7D | +9.5% | -2.1% | +11.6% | +9.9% |
| 30D | +12.8% | -5.1% | +17.9% | +13.8% |
| 3M | -6.2% | +9.8% | -16.0% | -8.1% |
| 6M | +4.3% | -3.6% | +7.9% | +4.1% |
| YTD | -16.6% | -9.8% | -6.8% | -16.5% |
| 1Y | -12.8% | -1.5% | -11.4% | -14.3% |
| 3Y | -0.8% | +74.3% | -75.1% | -18.4% |
| 5Y | -25.8% | +9.9% | -35.7% | -36.6% |
| 10Y | +130.9% | +22.9% | +107.9% | +59.0% |
| All | +5,666.8% | +72.0% | +5,594.8% | +2,464.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling