+5,622.1%
DPZ vs GSK
+258.5%
+5,363.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.0% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | -7.0% | -2.2% | -4.8% | -6.3% |
| 3M | +11.6% | -1.8% | +13.4% | +12.0% |
| 6M | -15.2% | -10.6% | -4.6% | -12.1% |
| YTD | -17.2% | +4.4% | -21.7% | -19.2% |
| 1Y | -24.8% | +30.4% | -55.3% | -32.6% |
| 3Y | -8.7% | +60.1% | -68.7% | -26.3% |
| 5Y | -28.9% | +46.8% | -75.7% | -42.0% |
| 10Y | +153.6% | +79.2% | +74.4% | +81.2% |
| All | +5,622.1% | +258.5% | +5,363.6% | +2,923.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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