+138.9%
DPZ vs GDDY
+238.5%
-99.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | -2.5% | -6.5% | +4.0% | -0.7% |
| 30D | +12.5% | +9.0% | +3.5% | +9.7% |
| 3M | -5.2% | +22.3% | -27.5% | -11.0% |
| 6M | +8.8% | +29.1% | -20.3% | -0.3% |
| YTD | -18.7% | -9.5% | -9.2% | -18.7% |
| 1Y | -15.7% | -15.2% | -0.4% | -14.2% |
| 3Y | -7.5% | +28.2% | -35.7% | -17.7% |
| 5Y | -30.1% | +58.3% | -88.4% | -42.4% |
| All | +138.9% | +238.5% | -99.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling