+155.0%
DPZ vs GRMN
+634.2%
-479.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.5% | -2.9% | +0.3% | -2.0% |
| 30D | -7.0% | -8.4% | +1.5% | -5.4% |
| 3M | +11.6% | +15.0% | -3.4% | +8.2% |
| 6M | -15.2% | +11.2% | -26.4% | -17.3% |
| YTD | -17.2% | +37.7% | -54.9% | -22.8% |
| 1Y | -24.8% | +18.5% | -43.3% | -28.0% |
| 3Y | -8.7% | +175.8% | -184.5% | -28.6% |
| 5Y | -28.9% | +75.1% | -104.0% | -41.4% |
| All | +155.0% | +634.2% | -479.1% | +67.9% |
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