+5,622.1%
DPZ vs GAP
+70.8%
+5,551.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -2.5% | -4.5% | +1.9% | -1.7% |
| 30D | -7.0% | +9.0% | -16.0% | -8.5% |
| 3M | +11.6% | +5.0% | +6.6% | +10.4% |
| 6M | -15.2% | -17.8% | +2.6% | -13.1% |
| YTD | -17.2% | -10.4% | -6.9% | -16.9% |
| 1Y | -24.8% | -3.4% | -21.5% | -25.9% |
| 3Y | -8.7% | +111.5% | -120.1% | -27.9% |
| 5Y | -28.9% | +8.8% | -37.7% | -39.2% |
| 10Y | +153.6% | +32.9% | +120.7% | +68.2% |
| All | +5,622.1% | +70.8% | +5,551.3% | +2,452.2% |
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