-27.8%
DPZ vs GTLB
-64.3%
+36.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +3.7% | -9.6% | +13.2% | +4.7% |
| 30D | +8.0% | -14.5% | +22.5% | +9.6% |
| 3M | -4.2% | +20.9% | -25.1% | -6.3% |
| 6M | +4.6% | +81.4% | -76.8% | -2.2% |
| YTD | -18.4% | +25.6% | -44.0% | -21.3% |
| 1Y | -16.8% | +3.4% | -20.2% | -18.3% |
| 3Y | -5.0% | +8.9% | -13.9% | -10.0% |
| 5Y | -27.8% | -64.0% | +36.2% | -32.7% |
| All | -27.8% | -64.3% | +36.5% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling