+211.8%
GDXJ vs DPZ
+145.4%
+66.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -6.2% | -8.6% | +2.3% | -4.8% |
| 30D | +4.6% | -11.2% | +15.8% | +6.6% |
| 3M | +31.3% | +1.4% | +29.8% | +30.3% |
| 6M | -10.7% | -19.9% | +9.2% | -7.7% |
| YTD | +9.1% | -23.0% | +32.1% | +13.3% |
| 1Y | +44.1% | -28.2% | +72.3% | +51.6% |
| 3Y | +285.4% | -14.2% | +299.6% | +289.0% |
| 5Y | +228.4% | -33.4% | +261.8% | +240.3% |
| All | +211.8% | +145.4% | +66.4% | +123.4% |
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