+206.1%
GLD vs DPZ
+140.2%
+65.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | +0.1% |
| 7D | -4.6% | +2.2% | -6.8% | -4.7% |
| 30D | -5.5% | +15.5% | -21.0% | -5.9% |
| 3M | -10.9% | -2.0% | -8.9% | -10.9% |
| 6M | -17.4% | +12.1% | -29.6% | -17.9% |
| YTD | -10.3% | -16.6% | +6.3% | -9.9% |
| 1Y | -7.2% | -14.6% | +7.4% | -6.8% |
| 3Y | +96.9% | -4.1% | +101.1% | +96.6% |
| 5Y | +103.8% | -28.3% | +132.1% | +104.8% |
| All | +206.1% | +140.2% | +65.9% | +202.7% |
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