-27.5%
DPZ vs GRMN
+122.2%
-149.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.6% | +4.7% | +1.8% | +5.4% |
| 30D | +10.3% | +3.4% | +6.9% | +9.3% |
| 3M | -6.2% | -5.0% | -1.1% | -5.3% |
| 6M | +4.2% | +18.6% | -14.3% | -0.6% |
| YTD | -18.4% | +42.5% | -60.9% | -26.0% |
| 1Y | -14.9% | +42.3% | -57.2% | -22.9% |
| 3Y | -4.6% | +158.5% | -163.1% | -33.1% |
| All | -27.5% | +122.2% | -149.7% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling