-4.6%
DPZ vs GNRC
+69.2%
-73.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.7% | -2.2% |
| 7D | +6.6% | -10.7% | +17.2% | +6.8% |
| 30D | +10.3% | -20.1% | +30.4% | +11.0% |
| 3M | -6.2% | -16.3% | +10.1% | -5.7% |
| 6M | +4.2% | -33.9% | +38.1% | +5.7% |
| YTD | -18.4% | +29.6% | -48.0% | -24.7% |
| 1Y | -14.9% | +14.9% | -29.9% | -20.3% |
| 3Y | -4.6% | +72.5% | -77.1% | -18.4% |
| All | -4.6% | +69.2% | -73.9% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling