+121.1%
DPZ vs GME
+520.4%
-399.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | +3.7% | +5.8% | -2.1% | +3.6% |
| 30D | +8.0% | -3.7% | +11.7% | +8.1% |
| 3M | -4.2% | +33.6% | -37.7% | -4.7% |
| 6M | +4.6% | +5.4% | -0.8% | +4.4% |
| YTD | -18.4% | +27.4% | -45.9% | -18.8% |
| 1Y | -16.8% | +19.0% | -35.8% | -17.1% |
| 3Y | -5.0% | +101.5% | -106.5% | -7.7% |
| 5Y | -27.8% | -50.5% | +22.7% | -29.3% |
| 10Y | +121.1% | +493.3% | -372.3% | +88.5% |
| All | +121.1% | +520.4% | -399.4% | +88.5% |
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