+208.4%
GLD vs DPZ
+116.9%
+91.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.6% |
| 7D | +2.8% | +2.2% | +0.7% | +2.7% |
| 30D | -4.0% | +6.7% | -10.6% | -4.2% |
| 3M | -8.2% | -4.5% | -3.7% | -8.1% |
| 6M | -14.8% | +3.3% | -18.1% | -15.0% |
| YTD | -6.8% | -19.4% | +12.6% | -6.2% |
| 1Y | -2.4% | -17.3% | +14.9% | -1.9% |
| 3Y | +105.8% | -8.4% | +114.1% | +105.7% |
| 5Y | +113.3% | -28.2% | +141.5% | +114.4% |
| 10Y | +208.4% | +130.9% | +77.6% | +201.2% |
| All | +208.4% | +116.9% | +91.6% | +201.2% |
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