+0.7%
DPZ vs GGLL
+184.7%
-184.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.7% |
| 7D | +9.5% | -1.3% | +10.8% | +9.6% |
| 30D | +12.8% | -36.3% | +49.1% | +16.8% |
| 3M | -6.2% | -42.7% | +36.4% | -2.1% |
| 6M | +4.3% | -53.1% | +57.3% | +10.3% |
| YTD | -16.6% | -32.1% | +15.5% | -15.4% |
| 1Y | -12.8% | -20.1% | +7.2% | -13.3% |
| 3Y | -0.8% | +151.7% | -152.5% | -17.8% |
| All | +0.7% | +184.7% | -184.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling