-22.9%
DPZ vs GTLB
-48.0%
+25.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.7% | +0.9% |
| 7D | +9.5% | -13.5% | +23.0% | +11.0% |
| 30D | +12.8% | -5.1% | +17.9% | +13.2% |
| 3M | -6.2% | +35.5% | -41.7% | -9.3% |
| 6M | +4.3% | +97.2% | -93.0% | -3.0% |
| YTD | -16.6% | +30.5% | -47.1% | -19.8% |
| 1Y | -12.8% | +6.9% | -19.7% | -14.7% |
| 3Y | -0.8% | +15.7% | -16.5% | -6.4% |
| 5Y | -25.8% | -60.3% | +34.5% | -33.9% |
| All | -22.9% | -48.0% | +25.1% | -30.1% |
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