-21.3%
GFS vs DPZ
-23.4%
+2.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.3% | -10.1% | -9.9% |
| 7D | -20.7% | +9.5% | -30.2% | -22.7% |
| 30D | -25.2% | +12.8% | -38.0% | -27.8% |
| 3M | -26.3% | -6.2% | -20.1% | -25.3% |
| 6M | -50.7% | +4.3% | -55.0% | -52.2% |
| YTD | +4.5% | -16.6% | +21.1% | +9.9% |
| 1Y | +2.5% | -12.8% | +15.3% | +5.4% |
| 3Y | -30.9% | -0.8% | -30.1% | -35.9% |
| 5Y | -42.6% | -25.8% | -16.8% | -33.3% |
| All | -21.3% | -23.4% | +2.1% | -10.2% |
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 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