+217.1%
GLD vs DPZ
+154.5%
+62.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.4% |
| 30D | +4.4% | -7.0% | +11.4% | +4.6% |
| 3M | -1.1% | +11.6% | -12.7% | -1.6% |
| 6M | -13.8% | -15.2% | +1.4% | -13.3% |
| YTD | +2.6% | -17.2% | +19.9% | +3.2% |
| 1Y | +24.5% | -24.8% | +49.4% | +25.7% |
| 3Y | +125.8% | -8.7% | +134.5% | +125.8% |
| 5Y | +137.8% | -28.9% | +166.7% | +139.2% |
| All | +217.1% | +154.5% | +62.6% | +200.1% |
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