+37.8%
GDXJ vs DPZ
+5,655.4%
-5,617.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.1% |
| 7D | -8.1% | +2.2% | -10.3% | -8.5% |
| 30D | -5.5% | +15.5% | -21.0% | -8.0% |
| 3M | -14.6% | -2.0% | -12.5% | -14.4% |
| 6M | -23.2% | +12.1% | -35.4% | -25.4% |
| YTD | -13.0% | -16.6% | +3.6% | -10.8% |
| 1Y | +2.8% | -14.6% | +17.3% | +4.8% |
| 3Y | +221.5% | -4.1% | +225.6% | +217.7% |
| 5Y | +123.4% | -28.3% | +151.7% | +129.7% |
| 10Y | +238.2% | +141.3% | +96.9% | +163.8% |
| All | +37.8% | +5,655.4% | -5,617.6% | -55.4% |
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 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