Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DPZ vs GPC✓SelectedUSD · GPCDPZ vs GPC performance historyLatest closeAs of-1.71%09/04
Stock and ETF performance explorer

DPZ vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+155.0%
GPC return
+80.7%
Excess return
+74.3%
Maximum drawdown
-47.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D-1.7%+1.1%-2.8%-2.0%
7D-2.5%+1.2%-3.7%-2.8%
30D-7.0%+6.0%-12.9%-8.2%
3M+11.6%+42.6%-31.0%+3.2%
6M-15.2%+22.8%-37.9%-19.1%
YTD-17.2%+15.5%-32.7%-20.5%
1Y-24.8%+2.0%-26.9%-25.9%
3Y-8.7%-1.4%-7.2%-10.8%
5Y-28.9%+30.6%-59.5%-34.0%
All+155.0%+80.7%+74.3%+126.9%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 GPC 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