+1,037.4%
GD vs DPZ
+5,417.8%
-4,380.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -5.3% | -2.5% | -2.7% | -4.8% |
| 30D | -6.4% | -7.0% | +0.5% | -5.2% |
| 3M | +5.7% | +11.6% | -5.9% | +3.0% |
| 6M | -0.9% | -15.2% | +14.2% | +1.7% |
| YTD | +8.2% | -17.2% | +25.4% | +11.5% |
| 1Y | +13.4% | -24.8% | +38.3% | +19.0% |
| 3Y | +68.5% | -8.7% | +77.2% | +67.7% |
| 5Y | +97.2% | -28.9% | +126.1% | +102.7% |
| 10Y | +190.2% | +153.6% | +36.6% | +114.2% |
| All | +1,037.4% | +5,417.8% | -4,380.4% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling