+132.0%
DPZ vs GME
+484.8%
-352.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | -3.5% | +1.6% | -5.2% | -3.6% |
| 30D | +5.7% | -6.2% | +11.9% | +5.8% |
| 3M | -7.5% | +35.8% | -43.2% | -8.0% |
| 6M | +6.2% | +10.3% | -4.1% | +6.0% |
| YTD | -19.8% | +27.2% | -47.0% | -20.2% |
| 1Y | -18.0% | +19.1% | -37.1% | -18.3% |
| 3Y | -8.8% | +103.7% | -112.5% | -11.4% |
| 5Y | -30.2% | -50.0% | +19.8% | -31.6% |
| 10Y | +132.0% | +471.4% | -339.4% | +97.2% |
| All | +132.0% | +484.8% | -352.8% | +97.2% |
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