-14.9%
DPZ vs GTLB
+4.0%
-19.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -2.0% |
| 7D | +6.6% | -11.1% | +17.6% | +7.4% |
| 30D | +10.3% | -7.5% | +17.8% | +10.8% |
| 3M | -6.2% | +34.8% | -40.9% | -8.1% |
| 6M | +4.2% | +98.0% | -93.7% | +0.1% |
| YTD | -18.4% | +28.1% | -46.5% | -22.1% |
| 1Y | -14.9% | +5.6% | -20.5% | -19.8% |
| All | -14.9% | +4.0% | -19.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling