-17.3%
GIS vs DPZ
+129.5%
-146.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.6% | -3.5% | -1.0% | -4.2% |
| 30D | +6.6% | +5.7% | +0.9% | +6.1% |
| 3M | -8.1% | -7.5% | -0.6% | -7.5% |
| 6M | +4.9% | +6.2% | -1.3% | +4.3% |
| YTD | -21.4% | -19.8% | -1.6% | -20.3% |
| 1Y | -21.6% | -18.0% | -3.6% | -20.7% |
| 3Y | -39.3% | -8.8% | -30.5% | -39.2% |
| 5Y | -33.2% | -30.2% | -3.0% | -32.3% |
| 10Y | -17.3% | +132.0% | -149.3% | -25.3% |
| All | -17.3% | +129.5% | -146.9% | -25.3% |
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