-31.0%
DPZ vs GPC
+29.0%
-60.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -4.4% | -0.4% | -4.0% | -4.3% |
| 3M | +7.6% | +39.2% | -31.5% | -3.2% |
| 6M | -16.9% | +18.2% | -35.2% | -21.5% |
| YTD | -18.6% | +12.1% | -30.7% | -22.6% |
| 1Y | -26.7% | -0.7% | -26.0% | -27.5% |
| 3Y | -9.3% | -1.7% | -7.6% | -12.8% |
| 5Y | -31.0% | +29.3% | -60.3% | -43.7% |
| All | -31.0% | +29.0% | -60.1% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling