+746.1%
GLD vs DPZ
+4,348.7%
-3,602.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.9% | +9.5% | -7.6% | +1.8% |
| 30D | -1.8% | +12.8% | -14.6% | -1.8% |
| 3M | -3.6% | -6.2% | +2.6% | -3.6% |
| 6M | -10.2% | +4.3% | -14.5% | -10.3% |
| YTD | -5.3% | -16.6% | +11.3% | -5.2% |
| 1Y | +2.5% | -12.8% | +15.3% | +2.5% |
| 3Y | +103.2% | -0.8% | +104.0% | +103.2% |
| 5Y | +121.1% | -25.8% | +146.9% | +121.2% |
| 10Y | +201.9% | +130.9% | +71.0% | +204.1% |
| All | +746.1% | +4,348.7% | -3,602.6% | +721.2% |
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 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