+205.6%
GLD vs DPZ
+134.3%
+71.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.9% |
| 7D | -5.5% | -2.5% | -3.0% | -5.4% |
| 30D | -7.0% | +12.5% | -19.6% | -7.4% |
| 3M | -12.4% | -5.2% | -7.1% | -12.2% |
| 6M | -18.0% | +8.8% | -26.8% | -18.4% |
| YTD | -10.5% | -18.7% | +8.2% | -9.9% |
| 1Y | -8.1% | -15.7% | +7.6% | -7.7% |
| 3Y | +97.7% | -7.5% | +105.2% | +97.6% |
| 5Y | +103.4% | -30.1% | +133.5% | +104.6% |
| All | +205.6% | +134.3% | +71.4% | +202.5% |
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 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