-23.5%
DPZ vs GTLB
-47.1%
+23.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -2.5% | +11.1% | -13.6% | -3.6% |
| 30D | -7.0% | +37.8% | -44.8% | -10.0% |
| 3M | +11.6% | +61.6% | -50.0% | +6.2% |
| 6M | -15.2% | +98.9% | -114.1% | -21.2% |
| YTD | -17.2% | +32.8% | -50.0% | -20.4% |
| 1Y | -24.8% | +14.7% | -39.5% | -27.0% |
| 3Y | -8.7% | +1.3% | -10.0% | -12.6% |
| All | -23.5% | -47.1% | +23.6% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling