+286.4%
DPZ vs GDDY
+406.5%
-120.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -2.5% | +3.7% | -6.2% | -3.4% |
| 30D | -7.0% | +10.4% | -17.4% | -9.3% |
| 3M | +11.6% | +19.4% | -7.8% | +6.3% |
| 6M | -15.2% | +14.3% | -29.4% | -18.7% |
| YTD | -17.2% | -18.4% | +1.1% | -14.9% |
| 1Y | -24.8% | -30.1% | +5.2% | -20.0% |
| 3Y | -8.7% | +39.4% | -48.1% | -18.0% |
| 5Y | -28.9% | +35.2% | -64.1% | -36.5% |
| 10Y | +153.6% | +210.0% | -56.4% | +96.4% |
| All | +286.4% | +406.5% | -120.1% | +194.1% |
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