-4.1%
DPZ vs GDDY
+30.4%
-34.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +2.2% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +15.5% | +10.4% | +5.1% | +12.6% |
| 3M | -2.0% | +13.6% | -15.6% | -5.5% |
| 6M | +12.1% | +33.7% | -21.5% | +2.9% |
| YTD | -16.6% | -8.0% | -8.6% | -16.7% |
| 1Y | -14.6% | -12.9% | -1.6% | -13.5% |
| 3Y | -4.1% | +29.3% | -33.5% | -25.4% |
| All | -4.1% | +30.4% | -34.6% | -25.4% |
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