-28.9%
DPZ vs GNRC
-57.0%
+28.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | +2.2% | +7.9% | -5.7% | +1.3% |
| 30D | +15.5% | -3.7% | +19.2% | +15.5% |
| 3M | -2.0% | -11.9% | +9.9% | -1.3% |
| 6M | +12.1% | -28.6% | +40.8% | +15.0% |
| YTD | -16.6% | +39.9% | -56.5% | -24.0% |
| 1Y | -14.6% | +23.4% | -37.9% | -20.7% |
| 3Y | -4.1% | +84.2% | -88.4% | -19.2% |
| All | -28.9% | -57.0% | +28.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling