-9.3%
DPZ vs GDDY
+23.8%
-33.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.3% | +6.7% | +0.4% |
| 7D | -1.5% | -7.6% | +6.2% | +0.4% |
| 30D | -4.4% | +2.0% | -6.4% | -5.2% |
| 3M | +7.6% | +15.1% | -7.5% | +3.0% |
| 6M | -16.9% | -1.1% | -15.8% | -18.1% |
| YTD | -18.6% | -25.1% | +6.5% | -14.2% |
| 1Y | -26.7% | -37.3% | +10.6% | -19.0% |
| 3Y | -9.3% | +24.5% | -33.8% | -21.3% |
| All | -9.3% | +23.8% | -33.2% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling