+135.6%
DPZ vs GFI
+1,358.4%
-1,222.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -3.5% | +2.2% | -5.8% | -3.6% |
| 30D | +5.7% | +2.2% | +3.5% | +5.6% |
| 3M | -7.5% | -4.6% | -2.9% | -7.5% |
| 6M | +6.2% | -16.7% | +23.0% | +6.5% |
| YTD | -19.8% | -9.5% | -10.3% | -20.0% |
| 1Y | -18.0% | -6.8% | -11.1% | -18.3% |
| 3Y | -8.8% | +223.7% | -232.5% | -13.9% |
| 5Y | -30.2% | +321.8% | -352.0% | -35.0% |
| All | +135.6% | +1,358.4% | -1,222.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling