-4.1%
DPZ vs GFI
+214.8%
-219.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.2% | -8.7% | +10.9% | +2.5% |
| 30D | +15.5% | +0.6% | +14.9% | +15.4% |
| 3M | -2.0% | -7.5% | +5.5% | -2.0% |
| 6M | +12.1% | -18.3% | +30.5% | +12.6% |
| YTD | -16.6% | -13.8% | -2.8% | -17.0% |
| 1Y | -14.6% | -8.8% | -5.7% | -15.3% |
| 3Y | -4.1% | +215.8% | -220.0% | -14.5% |
| All | -4.1% | +214.8% | -219.0% | -14.5% |
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