+213.1%
GIS vs DPZ
+5,272.5%
-5,059.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +1.5% | +2.2% | -0.6% | +1.3% |
| 30D | +9.2% | +6.7% | +2.5% | +8.5% |
| 3M | -5.4% | -4.5% | -0.8% | -5.0% |
| 6M | +3.4% | +3.3% | +0.1% | +3.0% |
| YTD | -20.5% | -19.4% | -1.0% | -19.0% |
| 1Y | -20.0% | -17.3% | -2.7% | -18.7% |
| 3Y | -38.6% | -8.4% | -30.2% | -38.6% |
| 5Y | -33.1% | -28.2% | -4.9% | -32.2% |
| 10Y | -16.4% | +130.9% | -147.3% | -26.1% |
| All | +213.1% | +5,272.5% | -5,059.4% | +105.4% |
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