+124.0%
DPZ vs GME
+497.1%
-373.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.2% |
| 7D | +6.6% | +3.7% | +2.9% | +6.5% |
| 30D | +10.3% | +2.2% | +8.1% | +10.2% |
| 3M | -6.2% | +30.6% | -36.8% | -6.6% |
| 6M | +4.2% | -0.2% | +4.4% | +4.2% |
| YTD | -18.4% | +25.1% | -43.5% | -18.8% |
| 1Y | -14.9% | +17.7% | -32.6% | -15.2% |
| 3Y | -4.6% | +85.7% | -90.3% | -7.2% |
| 5Y | -27.4% | -52.9% | +25.5% | -28.8% |
| All | +124.0% | +497.1% | -373.2% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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