-2.5%
DPZ vs GRMN
+161.0%
-163.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +9.5% | +2.3% | +7.2% | +9.1% |
| 30D | +12.8% | +2.6% | +10.2% | +12.3% |
| 3M | -6.2% | -5.0% | -1.3% | -5.7% |
| 6M | +4.3% | +23.1% | -18.8% | +0.7% |
| YTD | -16.6% | +42.9% | -59.5% | -21.3% |
| 1Y | -12.8% | +41.7% | -54.5% | -17.7% |
| All | -2.5% | +161.0% | -163.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling