+289.5%
DPZ vs GDDY
+470.6%
-181.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | -2.0% | +13.6% | -15.6% | -5.4% |
| 6M | +12.1% | +33.7% | -21.5% | +3.4% |
| YTD | -16.6% | -8.0% | -8.6% | -16.9% |
| 1Y | -14.6% | -12.9% | -1.6% | -13.9% |
| 3Y | -4.1% | +29.3% | -33.5% | -12.8% |
| 5Y | -28.3% | +60.8% | -89.1% | -38.6% |
| 10Y | +141.3% | +244.4% | -103.1% | +81.0% |
| All | +289.5% | +470.6% | -181.1% | +186.9% |
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 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