-18.0%
DPZ vs GRMN
+47.1%
-65.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.8% |
| 7D | -3.5% | +1.7% | -5.2% | -3.8% |
| 30D | +5.7% | +10.2% | -4.5% | +3.9% |
| 3M | -7.5% | -4.7% | -2.8% | -6.7% |
| 6M | +6.2% | +22.3% | -16.1% | +1.8% |
| YTD | -19.8% | +46.7% | -66.4% | -25.5% |
| 1Y | -18.0% | +49.6% | -67.6% | -24.4% |
| All | -18.0% | +47.1% | -65.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling