+17.5%
GFS vs DPZ
-16.5%
+34.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -3.1% | +3.7% | -6.8% | -1.4% |
| 30D | -16.0% | +8.0% | -24.0% | -13.0% |
| 3M | -24.7% | -4.2% | -20.5% | -25.3% |
| 6M | -45.1% | +4.6% | -49.7% | -42.0% |
| YTD | +16.5% | -18.4% | +34.9% | +24.1% |
| All | +17.5% | -16.5% | +34.0% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling