-24.9%
GFS vs DPZ
-3.1%
-21.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.3% |
| 7D | -7.8% | +6.6% | -14.4% | -8.1% |
| 30D | -19.7% | +10.3% | -29.9% | -20.1% |
| 3M | -23.1% | -6.2% | -17.0% | -22.6% |
| 6M | -46.4% | +4.2% | -50.6% | -46.8% |
| YTD | +11.0% | -18.4% | +29.4% | +17.6% |
| 1Y | +12.6% | -14.9% | +27.6% | +17.3% |
| 3Y | -24.9% | -4.6% | -20.3% | -29.1% |
| All | -24.9% | -3.1% | -21.8% | -29.1% |
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