-8.2%
DPZ vs GFI
+317.7%
-326.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -2.5% | +3.1% | -5.7% | -2.6% |
| 30D | -7.0% | +27.1% | -34.1% | -7.8% |
| 3M | +11.6% | +21.2% | -9.6% | +10.8% |
| 6M | -15.2% | -4.5% | -10.7% | -15.2% |
| YTD | -17.2% | +11.7% | -29.0% | -18.2% |
| 1Y | -24.8% | +46.0% | -70.9% | -27.0% |
| All | -8.2% | +317.7% | -326.0% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling