+203.4%
GIS vs DPZ
+5,324.1%
-5,120.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -8.1% | -2.5% | -5.6% | -7.8% |
| 30D | +5.3% | +12.5% | -7.2% | +4.1% |
| 3M | -10.5% | -5.2% | -5.3% | -10.1% |
| 6M | +1.8% | +8.8% | -7.0% | +0.9% |
| YTD | -22.9% | -18.7% | -4.3% | -21.6% |
| 1Y | -22.9% | -15.7% | -7.3% | -21.9% |
| 3Y | -40.5% | -7.5% | -33.0% | -40.6% |
| 5Y | -34.9% | -30.1% | -4.8% | -33.8% |
| 10Y | -19.0% | +135.3% | -154.3% | -28.5% |
| All | +203.4% | +5,324.1% | -5,120.7% | +98.8% |
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