+23.8%
GH vs DPZ
-30.2%
+54.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | -4.5% | -4.4% | 0.0% | -2.7% |
| 3M | +28.9% | +7.6% | +21.3% | +21.2% |
| 6M | +76.5% | -16.9% | +93.5% | +91.6% |
| YTD | +57.6% | -18.6% | +76.2% | +72.0% |
| 1Y | +167.5% | -26.7% | +194.2% | +210.5% |
| 3Y | +377.4% | -9.3% | +386.7% | +361.6% |
| 5Y | +23.8% | -31.0% | +54.8% | +37.3% |
| All | +23.8% | -30.2% | +54.0% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling