+15.5%
GEHC vs DPZ
-1.4%
+16.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -4.0% | -2.5% | -1.4% | -3.5% |
| 30D | -2.0% | -7.0% | +5.0% | -0.5% |
| 3M | +8.0% | +11.6% | -3.6% | +5.5% |
| 6M | -12.8% | -15.2% | +2.4% | -10.2% |
| YTD | -15.9% | -17.2% | +1.3% | -13.1% |
| 1Y | -6.9% | -24.8% | +17.9% | -2.1% |
| 3Y | 0.0% | -8.7% | +8.6% | +3.2% |
| All | +15.5% | -1.4% | +16.8% | +20.6% |
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