+5,666.8%
DPZ vs GSK
+262.2%
+5,404.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +9.5% | +3.6% | +5.9% | +8.2% |
| 30D | +12.8% | +8.2% | +4.6% | +9.7% |
| 3M | -6.2% | -1.2% | -5.1% | -6.0% |
| 6M | +4.3% | +1.9% | +2.4% | +3.2% |
| YTD | -16.6% | +5.5% | -22.1% | -18.9% |
| 1Y | -12.8% | +11.8% | -24.6% | -17.0% |
| 3Y | -0.8% | +64.5% | -65.3% | -20.7% |
| 5Y | -25.8% | +41.9% | -67.7% | -38.4% |
| 10Y | +130.9% | +105.1% | +25.8% | +54.4% |
| All | +5,666.8% | +262.2% | +5,404.5% | +2,934.2% |
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