+231.2%
GDXJ vs DPZ
+140.2%
+91.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.0% |
| 7D | -8.1% | +2.2% | -10.3% | -8.4% |
| 30D | -5.5% | +15.5% | -21.0% | -7.7% |
| 3M | -14.6% | -2.0% | -12.5% | -14.5% |
| 6M | -23.2% | +12.1% | -35.4% | -25.1% |
| YTD | -13.0% | -16.6% | +3.6% | -10.9% |
| 1Y | +2.8% | -14.6% | +17.3% | +4.6% |
| 3Y | +221.5% | -4.1% | +225.6% | +219.0% |
| 5Y | +123.4% | -28.3% | +151.7% | +128.1% |
| All | +231.2% | +140.2% | +91.0% | +184.8% |
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 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