+130.9%
DPZ vs GRMN
+655.8%
-524.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | +2.2% | +6.3% | -4.2% | +1.0% |
| 30D | +6.7% | +7.6% | -0.9% | +5.1% |
| 3M | -4.5% | -7.5% | +2.9% | -3.3% |
| 6M | +3.3% | +21.2% | -17.9% | -1.0% |
| YTD | -19.4% | +44.0% | -63.5% | -25.6% |
| 1Y | -17.3% | +44.7% | -62.0% | -23.7% |
| 3Y | -8.4% | +160.5% | -168.9% | -27.3% |
| 5Y | -28.2% | +124.6% | -152.8% | -43.0% |
| 10Y | +130.9% | +651.6% | -520.8% | +57.1% |
| All | +130.9% | +655.8% | -524.9% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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