-27.5%
DPZ vs GWRE
+27.5%
-55.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | -1.5% |
| 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% | -7.5% |
| 6M | +4.2% | +23.1% | -18.9% | -2.2% |
| YTD | -18.4% | -19.7% | +1.3% | -17.2% |
| 1Y | -14.9% | -25.0% | +10.1% | -12.5% |
| 3Y | -4.6% | +78.7% | -83.4% | -24.2% |
| All | -27.5% | +27.5% | -55.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling