+188.5%
GD vs DPZ
+123.5%
+65.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -5.0% | +6.6% | -11.5% | -5.8% |
| 30D | +8.9% | +10.3% | -1.4% | +7.5% |
| 3M | -8.0% | -6.2% | -1.9% | -7.5% |
| 6M | +2.9% | +4.2% | -1.3% | +1.9% |
| YTD | +7.1% | -18.4% | +25.5% | +9.4% |
| 1Y | +5.9% | -14.9% | +20.9% | +7.6% |
| 3Y | +53.9% | -4.6% | +58.5% | +52.9% |
| 5Y | +95.4% | -27.4% | +122.8% | +97.8% |
| All | +188.5% | +123.5% | +65.0% | +148.9% |
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