-4.6%
DPZ vs GWRE
+74.9%
-79.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.6% |
| 7D | +6.6% | -0.7% | +7.3% | +6.7% |
| 30D | +10.3% | -1.6% | +11.9% | +10.4% |
| 3M | -6.2% | +0.9% | -7.0% | -7.2% |
| 6M | +4.2% | +23.1% | -18.9% | -0.5% |
| YTD | -18.4% | -19.7% | +1.3% | -18.0% |
| 1Y | -14.9% | -25.0% | +10.1% | -13.6% |
| 3Y | -4.6% | +78.7% | -83.4% | -16.3% |
| All | -4.6% | +74.9% | -79.6% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling