+401.3%
GH vs DPZ
+32.2%
+369.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | -0.1% | -2.5% | +2.5% | +1.1% |
| 30D | -1.1% | -7.0% | +5.9% | +1.7% |
| 3M | +21.3% | +11.6% | +9.7% | +13.2% |
| 6M | +73.5% | -15.2% | +88.7% | +83.8% |
| YTD | +58.0% | -17.2% | +75.3% | +68.5% |
| 1Y | +163.1% | -24.8% | +187.9% | +193.2% |
| 3Y | +361.0% | -8.7% | +369.7% | +358.4% |
| 5Y | +22.5% | -28.9% | +51.5% | +33.5% |
| All | +401.3% | +32.2% | +369.0% | +297.9% |
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