+93.8%
GD vs DPZ
-27.1%
+120.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.3% |
| 7D | -5.0% | +6.6% | -11.5% | -5.9% |
| 30D | +8.9% | +10.3% | -1.4% | +7.3% |
| 3M | -8.0% | -6.2% | -1.9% | -7.4% |
| 6M | +2.9% | +4.2% | -1.3% | +1.8% |
| YTD | +7.1% | -18.4% | +25.5% | +9.8% |
| 1Y | +5.9% | -14.9% | +20.9% | +7.9% |
| 3Y | +53.9% | -4.6% | +58.5% | +52.3% |
| All | +93.8% | -27.1% | +120.9% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling