+137.2%
DPZ vs GDDY
+201.9%
-64.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.1% |
| 7D | -8.6% | -7.0% | -1.6% | -6.9% |
| 30D | -11.2% | +6.2% | -17.4% | -13.0% |
| 3M | +1.4% | +20.0% | -18.6% | -4.4% |
| 6M | -19.9% | +6.8% | -26.7% | -22.5% |
| YTD | -23.0% | -22.3% | -0.7% | -19.4% |
| 1Y | -28.2% | -33.5% | +5.3% | -21.6% |
| 3Y | -14.2% | +29.2% | -43.4% | -23.7% |
| 5Y | -33.4% | +28.1% | -61.5% | -41.7% |
| All | +137.2% | +201.9% | -64.7% | +61.9% |
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