-7.8%
GFS vs DPZ
-25.3%
+17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +17.2% | -2.5% | +19.7% | +17.9% |
| 30D | -8.7% | +12.5% | -21.3% | -11.9% |
| 3M | -19.7% | -5.2% | -14.4% | -18.9% |
| 6M | -40.7% | +8.8% | -49.5% | -43.6% |
| YTD | +22.5% | -18.7% | +41.2% | +29.6% |
| 1Y | +25.2% | -15.7% | +40.9% | +30.1% |
| 3Y | -17.7% | -7.5% | -10.2% | -21.4% |
| 5Y | -23.5% | -30.1% | +6.5% | -8.7% |
| All | -7.8% | -25.3% | +17.5% | +5.8% |
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