+5,622.1%
DPZ vs GME
+1,415.7%
+4,206.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -2.5% | +7.2% | -9.8% | -2.9% |
| 30D | -7.0% | +0.8% | -7.8% | -7.0% |
| 3M | +11.6% | -14.0% | +25.6% | +12.4% |
| 6M | -15.2% | -19.7% | +4.6% | -14.4% |
| YTD | -17.2% | -4.6% | -12.7% | -17.3% |
| 1Y | -24.8% | -14.3% | -10.5% | -24.5% |
| 3Y | -8.7% | +4.0% | -12.7% | -15.1% |
| 5Y | -28.9% | -62.2% | +33.3% | -32.6% |
| 10Y | +153.6% | +241.4% | -87.7% | +23.4% |
| All | +5,622.1% | +1,415.7% | +4,206.4% | +2,170.0% |
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