+240.1%
GIS vs DPZ
+5,417.8%
-5,177.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -7.8% | -2.5% | -5.3% | -7.6% |
| 30D | +6.6% | -7.0% | +13.5% | +7.3% |
| 3M | +21.0% | +11.6% | +9.4% | +19.6% |
| 6M | -9.1% | -15.2% | +6.1% | -7.8% |
| YTD | -13.6% | -17.2% | +3.6% | -12.3% |
| 1Y | -18.0% | -24.8% | +6.8% | -16.0% |
| 3Y | -33.7% | -8.7% | -25.0% | -33.7% |
| 5Y | -19.4% | -28.9% | +9.5% | -18.3% |
| 10Y | -21.3% | +153.6% | -174.9% | -31.0% |
| All | +240.1% | +5,417.8% | -5,177.7% | +122.5% |
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