+4.3%
DPZ vs GRMN
+20.5%
-16.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +9.5% | +2.3% | +7.2% | +9.0% |
| 30D | +12.8% | +2.6% | +10.2% | +12.4% |
| 3M | -6.2% | -5.0% | -1.3% | -5.5% |
| 6M | +4.3% | +23.1% | -18.8% | +1.1% |
| All | +4.3% | +20.5% | -16.2% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling