+769.5%
GLW vs DPZ
+154.5%
+615.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.0% |
| 7D | +3.8% | -2.5% | +6.3% | +4.2% |
| 30D | -1.3% | -7.0% | +5.6% | -0.3% |
| 3M | -21.8% | +11.6% | -33.4% | -24.2% |
| 6M | +6.9% | -15.2% | +22.1% | +9.7% |
| YTD | +77.2% | -17.2% | +94.4% | +82.6% |
| 1Y | +123.2% | -24.8% | +148.1% | +134.7% |
| 3Y | +400.0% | -8.7% | +408.7% | +394.2% |
| 5Y | +342.8% | -28.9% | +371.7% | +354.0% |
| All | +769.5% | +154.5% | +615.0% | +528.8% |
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 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