+79.5%
GDXJ vs DPZ
+5,609.3%
-5,529.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +0.2% | -2.5% | +2.7% | +0.7% |
| 30D | +17.9% | -7.0% | +24.8% | +19.3% |
| 3M | +15.3% | +11.6% | +3.7% | +12.4% |
| 6M | -9.4% | -15.2% | +5.7% | -7.2% |
| YTD | +13.4% | -17.2% | +30.7% | +16.6% |
| 1Y | +59.7% | -24.8% | +84.5% | +67.1% |
| 3Y | +283.6% | -8.7% | +292.2% | +282.5% |
| 5Y | +217.6% | -28.9% | +246.5% | +227.2% |
| 10Y | +225.7% | +153.6% | +72.0% | +151.8% |
| All | +79.5% | +5,609.3% | -5,529.8% | -41.7% |
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 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