+152.4%
DPZ vs GWRE
+137.0%
+15.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.2% | -0.2% |
| 7D | -1.5% | -25.6% | +24.1% | +3.7% |
| 30D | -4.4% | -12.2% | +7.8% | -2.8% |
| 3M | +7.6% | +17.7% | -10.1% | +3.1% |
| 6M | -16.9% | -11.3% | -5.6% | -16.9% |
| YTD | -18.6% | -25.5% | +6.9% | -16.1% |
| 1Y | -26.7% | -42.8% | +16.2% | -20.3% |
| 3Y | -9.3% | +59.0% | -68.3% | -23.3% |
| 5Y | -31.0% | +21.6% | -52.6% | -40.0% |
| 10Y | +152.4% | +139.2% | +13.2% | +88.6% |
| All | +152.4% | +137.0% | +15.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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