+45.4%
GDXJ vs DPZ
+5,434.5%
-5,389.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | -7.4% | +5.7% | -13.1% | -8.4% |
| 3M | -11.9% | -7.5% | -4.4% | -10.8% |
| 6M | -19.3% | +6.2% | -25.5% | -20.7% |
| YTD | -8.1% | -19.8% | +11.6% | -5.1% |
| 1Y | +9.1% | -18.0% | +27.0% | +12.1% |
| 3Y | +236.2% | -8.8% | +245.0% | +235.4% |
| 5Y | +136.3% | -30.2% | +166.5% | +144.3% |
| 10Y | +256.9% | +132.0% | +124.9% | +180.5% |
| All | +45.4% | +5,434.5% | -5,389.0% | -52.6% |
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