+382.5%
GH vs DPZ
+28.8%
+353.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.6% |
| 7D | -11.2% | +2.2% | -13.4% | -12.2% |
| 30D | -7.2% | +6.7% | -13.9% | -10.3% |
| 3M | -7.1% | -4.5% | -2.6% | -6.2% |
| 6M | +62.3% | +3.3% | +59.0% | +56.0% |
| YTD | +52.1% | -19.4% | +71.5% | +62.9% |
| 1Y | +58.6% | -17.3% | +75.9% | +67.2% |
| 3Y | +619.9% | -8.4% | +628.3% | +609.6% |
| 5Y | +49.7% | -28.2% | +77.9% | +61.9% |
| All | +382.5% | +28.8% | +353.7% | +284.7% |
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