-19.4%
GFS vs DPZ
-9.3%
-10.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +1.0% | -2.5% | +3.6% | +1.3% |
| 30D | -8.6% | -7.0% | -1.6% | -7.9% |
| 3M | -46.5% | +11.6% | -58.1% | -47.9% |
| 6M | -4.8% | -15.2% | +10.3% | 0.0% |
| YTD | +29.7% | -17.2% | +46.9% | +37.0% |
| 1Y | +35.8% | -24.8% | +60.7% | +48.3% |
| All | -19.4% | -9.3% | -10.0% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling