+124.0%
DPZ vs GPC
+85.6%
+38.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | +6.6% | +1.6% | +5.0% | +6.2% |
| 30D | +10.3% | -2.1% | +12.4% | +10.7% |
| 3M | -6.2% | -6.8% | +0.6% | -4.7% |
| 6M | +4.2% | +18.6% | -14.4% | +0.2% |
| YTD | -18.4% | +2.7% | -21.1% | -19.6% |
| 1Y | -14.9% | +1.8% | -16.7% | -16.0% |
| 3Y | -4.6% | +1.1% | -5.7% | -7.0% |
| 5Y | -27.4% | +4.1% | -31.5% | -29.9% |
| All | +124.0% | +85.6% | +38.4% | +114.5% |
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