-2.8%
DPZ vs GGLL
+163.2%
-166.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.5% | -1.1% | +5.0% |
| 7D | +10.1% | -23.1% | +33.2% | +11.7% |
| 30D | +14.6% | -32.9% | +47.5% | +17.4% |
| 3M | -6.8% | -44.9% | +38.1% | -3.3% |
| 6M | +4.4% | -49.5% | +53.9% | +8.5% |
| YTD | -16.8% | -28.9% | +12.1% | -16.1% |
| 1Y | -14.5% | -12.2% | -2.3% | -15.4% |
| All | -2.8% | +163.2% | -166.0% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling