+5,666.8%
DPZ vs GRMN
+3,059.7%
+2,607.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +9.5% | +2.3% | +7.2% | +8.9% |
| 30D | +12.8% | +2.6% | +10.2% | +11.9% |
| 3M | -6.2% | -5.0% | -1.3% | -5.3% |
| 6M | +4.3% | +23.1% | -18.8% | -1.9% |
| YTD | -16.6% | +42.9% | -59.5% | -24.8% |
| 1Y | -12.8% | +41.7% | -54.5% | -21.3% |
| 3Y | -0.8% | +160.7% | -161.6% | -26.2% |
| 5Y | -25.8% | +124.2% | -150.0% | -43.1% |
| 10Y | +130.9% | +684.8% | -553.9% | +20.7% |
| All | +5,666.8% | +3,059.7% | +2,607.1% | +1,912.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling