+327.3%
GDX vs DPZ
+134.3%
+193.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.1% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | -6.2% | +12.5% | -18.7% | -7.6% |
| 3M | -10.0% | -5.2% | -4.8% | -9.5% |
| 6M | -15.8% | +8.8% | -24.5% | -17.1% |
| YTD | -4.6% | -18.7% | +14.1% | -2.5% |
| 1Y | +4.0% | -15.7% | +19.7% | +5.7% |
| 3Y | +211.1% | -7.5% | +218.6% | +210.7% |
| 5Y | +152.3% | -30.1% | +182.4% | +156.9% |
| All | +327.3% | +134.3% | +193.0% | +288.9% |
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