-16.8%
GIS vs DPZ
+143.2%
-160.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.2% |
| 7D | -8.6% | -7.3% | -1.3% | -8.0% |
| 30D | -0.5% | -7.6% | +7.1% | +0.2% |
| 3M | +11.9% | +1.8% | +10.1% | +11.7% |
| 6M | -11.6% | -21.8% | +10.2% | -10.1% |
| YTD | -16.3% | -22.0% | +5.7% | -14.9% |
| 1Y | -21.8% | -28.6% | +6.9% | -20.0% |
| 3Y | -35.7% | -13.1% | -22.6% | -35.3% |
| 5Y | -22.9% | -33.2% | +10.3% | -21.5% |
| 10Y | -16.8% | +147.0% | -163.8% | -29.3% |
| All | -16.8% | +143.2% | -160.0% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling