-1.5%
DPZ vs GGLL
+188.6%
-190.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.5% | -2.3% |
| 7D | +6.6% | +3.1% | +3.5% | +6.3% |
| 30D | +10.3% | -36.3% | +46.6% | +14.3% |
| 3M | -6.2% | -40.4% | +34.2% | -2.3% |
| 6M | +4.2% | -54.6% | +58.9% | +10.7% |
| YTD | -18.4% | -31.1% | +12.7% | -17.3% |
| 1Y | -14.9% | -19.2% | +4.3% | -15.5% |
| 3Y | -4.6% | +151.5% | -156.2% | -20.9% |
| All | -1.5% | +188.6% | -190.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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