+5,666.8%
DPZ vs GME
+1,812.0%
+3,854.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.5% |
| 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% | -7.5% |
| 6M | +4.3% | -0.2% | +4.5% | +4.0% |
| YTD | -16.6% | +20.4% | -37.0% | -17.7% |
| 1Y | -12.8% | +9.8% | -22.6% | -13.6% |
| 3Y | -0.8% | +74.3% | -75.1% | -10.4% |
| 5Y | -25.8% | -54.7% | +28.9% | -30.3% |
| 10Y | +130.9% | +482.0% | -351.2% | +2.3% |
| All | +5,666.8% | +1,812.0% | +3,854.8% | +2,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling