+9.3%
GEHC vs DPZ
-7.0%
+16.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.5% |
| 7D | -7.6% | -7.3% | -0.4% | -6.1% |
| 30D | -10.7% | -7.6% | -3.1% | -9.2% |
| 3M | -1.2% | +1.8% | -3.0% | -1.6% |
| 6M | -13.7% | -21.8% | +8.1% | -9.6% |
| YTD | -20.4% | -22.0% | +1.6% | -16.7% |
| 1Y | -17.0% | -28.6% | +11.6% | -11.7% |
| 3Y | +0.9% | -13.1% | +14.0% | +5.6% |
| All | +9.3% | -7.0% | +16.3% | +15.7% |
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 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