-25.8%
DPZ vs GME
-56.2%
+30.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.4% |
| 7D | +9.5% | +0.7% | +8.8% | +9.5% |
| 30D | +12.8% | -2.4% | +15.2% | +12.9% |
| 3M | -6.2% | +27.1% | -33.4% | -7.2% |
| 6M | +4.3% | -0.2% | +4.5% | +4.1% |
| YTD | -16.6% | +20.4% | -37.0% | -17.4% |
| 1Y | -12.8% | +9.8% | -22.6% | -13.4% |
| 3Y | -0.8% | +74.3% | -75.1% | -10.0% |
| 5Y | -25.8% | -54.7% | +28.9% | -27.9% |
| All | -25.8% | -56.2% | +30.4% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling