+276.2%
DPZ vs GDDY
+465.6%
-189.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +2.2% | -0.3% | +2.4% | +2.2% |
| 30D | +6.7% | +8.4% | -1.7% | +4.5% |
| 3M | -4.5% | +23.7% | -28.2% | -9.8% |
| 6M | +3.3% | +24.3% | -21.0% | -3.2% |
| YTD | -19.4% | -8.8% | -10.6% | -19.6% |
| 1Y | -17.3% | -13.9% | -3.3% | -16.4% |
| 3Y | -8.4% | +29.1% | -37.5% | -16.6% |
| 5Y | -28.2% | +59.1% | -87.3% | -38.4% |
| 10Y | +130.9% | +248.7% | -117.9% | +73.2% |
| All | +276.2% | +465.6% | -189.4% | +177.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling