-24.8%
DPZ vs GTLB
-49.8%
+25.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.5% | -3.5% | +1.0% | -2.1% |
| 30D | +12.5% | -9.0% | +21.5% | +13.4% |
| 3M | -5.2% | +15.9% | -21.1% | -6.8% |
| 6M | +8.8% | +104.9% | -96.1% | +0.9% |
| YTD | -18.7% | +26.0% | -44.6% | -21.5% |
| 1Y | -15.7% | +1.8% | -17.5% | -17.1% |
| 3Y | -7.5% | +6.0% | -13.5% | -11.9% |
| 5Y | -30.1% | -62.2% | +32.1% | -37.6% |
| All | -24.8% | -49.8% | +25.0% | -31.5% |
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