+204.3%
GLDM vs DPZ
+31.0%
+173.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.9% |
| 7D | -5.5% | -2.5% | -3.0% | -5.4% |
| 30D | -7.0% | +12.5% | -19.5% | -7.4% |
| 3M | -12.3% | -5.2% | -7.1% | -12.2% |
| 6M | -17.9% | +8.8% | -26.7% | -18.3% |
| YTD | -10.3% | -18.7% | +8.4% | -9.7% |
| 1Y | -7.8% | -15.7% | +7.9% | -7.3% |
| 3Y | +99.5% | -7.5% | +107.0% | +99.3% |
| 5Y | +106.5% | -30.1% | +136.6% | +108.1% |
| All | +204.3% | +31.0% | +173.3% | +202.2% |
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