+152.4%
DPZ vs GFI
+969.9%
-817.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -1.5% | +5.7% | -7.1% | -1.6% |
| 30D | -4.4% | +15.6% | -20.0% | -4.9% |
| 3M | +7.6% | +31.5% | -23.9% | +6.5% |
| 6M | -16.9% | -3.7% | -13.2% | -17.1% |
| YTD | -18.6% | +11.2% | -29.9% | -19.4% |
| 1Y | -26.7% | +36.4% | -63.0% | -28.0% |
| 3Y | -9.3% | +313.5% | -322.8% | -15.4% |
| 5Y | -31.0% | +528.0% | -559.0% | -36.8% |
| 10Y | +152.4% | +1,021.4% | -869.1% | +139.3% |
| All | +152.4% | +969.9% | -817.6% | +139.3% |
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