+214.2%
GDX vs DPZ
+2,951.1%
-2,736.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.4% | -2.5% | +2.2% | 0.0% |
| 30D | +18.6% | -7.0% | +25.6% | +19.7% |
| 3M | +14.9% | +11.6% | +3.3% | +12.7% |
| 6M | -6.3% | -15.2% | +8.9% | -4.5% |
| YTD | +15.7% | -17.2% | +33.0% | +18.1% |
| 1Y | +54.8% | -24.8% | +79.7% | +60.2% |
| 3Y | +253.4% | -8.7% | +262.1% | +252.7% |
| 5Y | +219.7% | -28.9% | +248.6% | +226.6% |
| 10Y | +300.2% | +153.6% | +146.6% | +232.9% |
| All | +214.2% | +2,951.1% | -2,736.9% | +29.9% |
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 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