+188.7%
GD vs DPZ
+153.4%
+35.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -5.3% | -2.5% | -2.7% | -4.9% |
| 30D | -6.4% | -7.0% | +0.5% | -5.6% |
| 3M | +5.7% | +11.6% | -5.9% | +3.9% |
| 6M | -0.9% | -15.2% | +14.2% | +0.9% |
| YTD | +8.2% | -17.2% | +25.4% | +10.4% |
| 1Y | +13.4% | -24.8% | +38.3% | +17.2% |
| 3Y | +68.5% | -8.7% | +77.2% | +68.3% |
| 5Y | +97.2% | -28.9% | +126.1% | +100.2% |
| All | +188.7% | +153.4% | +35.3% | +133.3% |
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