-18.0%
DPZ vs GME
+19.3%
-37.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 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% | -8.6% |
| 6M | +6.2% | +10.3% | -4.1% | +6.6% |
| YTD | -19.8% | +27.2% | -47.0% | -23.4% |
| 1Y | -18.0% | +19.1% | -37.1% | -20.5% |
| All | -18.0% | +19.3% | -37.2% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling