+212.7%
GDX vs DPZ
-4.7%
+217.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.6% |
| 7D | -6.8% | +2.2% | -9.0% | -7.1% |
| 30D | -2.1% | +15.5% | -17.6% | -4.0% |
| 3M | -7.5% | -2.0% | -5.5% | -7.4% |
| 6M | -15.2% | +12.1% | -27.3% | -17.2% |
| YTD | -4.8% | -16.6% | +11.8% | -1.9% |
| 1Y | +6.7% | -14.6% | +21.3% | +9.3% |
| 3Y | +212.7% | -4.1% | +216.9% | +190.8% |
| All | +212.7% | -4.7% | +217.5% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling