+121.1%
DPZ vs GNRC
+404.1%
-283.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.9% |
| 7D | +3.7% | -6.6% | +10.2% | +4.3% |
| 30D | +8.0% | -16.1% | +24.1% | +10.0% |
| 3M | -4.2% | -11.1% | +6.9% | -3.5% |
| 6M | +4.6% | -29.9% | +34.5% | +7.7% |
| YTD | -18.4% | +38.4% | -56.8% | -25.3% |
| 1Y | -16.8% | +21.5% | -38.3% | -22.4% |
| 3Y | -5.0% | +83.5% | -88.6% | -19.3% |
| 5Y | -27.8% | -57.1% | +29.3% | -25.3% |
| 10Y | +121.1% | +372.1% | -251.0% | +44.0% |
| All | +121.1% | +404.1% | -283.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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