-24.6%
DPZ vs GTLB
-49.0%
+24.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -2.0% |
| 7D | +6.6% | -11.1% | +17.6% | +7.7% |
| 30D | +10.3% | -7.5% | +17.8% | +11.0% |
| 3M | -6.2% | +34.8% | -40.9% | -9.1% |
| 6M | +4.2% | +98.0% | -93.7% | -3.1% |
| YTD | -18.4% | +28.1% | -46.5% | -21.4% |
| 1Y | -14.9% | +5.6% | -20.5% | -16.6% |
| 3Y | -4.6% | +15.9% | -20.6% | -10.0% |
| 5Y | -27.4% | -61.1% | +33.7% | -35.2% |
| All | -24.6% | -49.0% | +24.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling