+219.3%
GLDM vs DPZ
+33.9%
+185.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.8% | +3.5% |
| 7D | -0.3% | +10.1% | -10.4% | -0.6% |
| 30D | -1.9% | +14.6% | -16.5% | -2.3% |
| 3M | -0.4% | -6.8% | +6.4% | -0.2% |
| 6M | -10.1% | +4.4% | -14.5% | -10.3% |
| YTD | -5.8% | -16.8% | +11.0% | -5.3% |
| 1Y | +3.1% | -14.5% | +17.6% | +3.6% |
| 3Y | +103.4% | -1.1% | +104.5% | +102.7% |
| 5Y | +125.5% | -28.0% | +153.5% | +127.0% |
| All | +219.3% | +33.9% | +185.3% | +216.8% |
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