+190.4%
GD vs DPZ
+128.4%
+62.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -3.9% | +9.5% | -13.4% | -5.1% |
| 30D | +8.1% | +12.8% | -4.7% | +6.4% |
| 3M | -6.8% | -6.2% | -0.5% | -6.2% |
| 6M | +3.0% | +4.3% | -1.3% | +2.1% |
| YTD | +7.8% | -16.6% | +24.4% | +9.8% |
| 1Y | +5.8% | -12.8% | +18.6% | +7.1% |
| 3Y | +55.3% | -0.8% | +56.1% | +53.5% |
| 5Y | +96.7% | -25.8% | +122.5% | +98.6% |
| All | +190.4% | +128.4% | +62.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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