+816.6%
GLD vs DPZ
+4,314.2%
-3,497.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | +4.4% | -7.0% | +11.4% | +4.4% |
| 3M | -1.1% | +11.6% | -12.7% | -1.2% |
| 6M | -13.8% | -15.2% | +1.4% | -13.7% |
| YTD | +2.6% | -17.2% | +19.9% | +2.7% |
| 1Y | +24.5% | -24.8% | +49.4% | +24.7% |
| 3Y | +125.8% | -8.7% | +134.5% | +126.0% |
| 5Y | +137.8% | -28.9% | +166.7% | +137.9% |
| 10Y | +221.4% | +153.6% | +67.7% | +224.1% |
| All | +816.6% | +4,314.2% | -3,497.6% | +789.7% |
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 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