+296.1%
GDXJ vs DPZ
-10.0%
+306.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +4.3% | -1.5% | +5.8% | +4.6% |
| 30D | +8.4% | -4.4% | +12.9% | +9.1% |
| 3M | +25.5% | +7.6% | +17.9% | +23.4% |
| 6M | -6.3% | -16.9% | +10.6% | -2.8% |
| YTD | +12.1% | -18.6% | +30.7% | +16.6% |
| 1Y | +51.1% | -26.7% | +77.7% | +61.4% |
| 3Y | +296.1% | -9.3% | +305.4% | +279.7% |
| All | +296.1% | -10.0% | +306.1% | +279.7% |
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