+128.9%
DPZ vs GPC
+88.1%
+40.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.6% |
| 7D | +9.5% | +1.7% | +7.8% | +9.1% |
| 30D | +12.8% | -2.3% | +15.1% | +13.3% |
| 3M | -6.2% | -4.5% | -1.7% | -5.4% |
| 6M | +4.3% | +21.6% | -17.3% | -0.4% |
| YTD | -16.6% | +4.0% | -20.7% | -18.1% |
| 1Y | -12.8% | +3.5% | -16.3% | -14.3% |
| 3Y | -0.8% | +2.1% | -3.0% | -3.5% |
| 5Y | -25.8% | +5.5% | -31.3% | -28.6% |
| All | +128.9% | +88.1% | +40.8% | +118.5% |
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