-15.7%
DPZ vs GFI
-8.1%
-7.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.5% |
| 7D | -2.5% | -5.4% | +3.0% | -2.4% |
| 30D | +12.5% | -1.5% | +14.1% | +12.5% |
| 3M | -5.2% | -10.2% | +4.9% | -5.4% |
| 6M | +8.8% | -19.3% | +28.0% | +8.5% |
| YTD | -18.7% | -13.7% | -4.9% | -19.3% |
| 1Y | -15.7% | -12.1% | -3.5% | -16.2% |
| All | -15.7% | -8.1% | -7.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling