+263.6%
GDX vs DPZ
-7.0%
+270.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.4% | -2.5% | +2.2% | -0.1% |
| 30D | +18.6% | -7.0% | +25.6% | +19.7% |
| 3M | +14.9% | +11.6% | +3.3% | +12.6% |
| 6M | -6.3% | -15.2% | +8.9% | -3.6% |
| YTD | +15.7% | -17.2% | +33.0% | +19.3% |
| 1Y | +54.8% | -24.8% | +79.7% | +63.1% |
| All | +263.6% | -7.0% | +270.6% | +255.6% |
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