+244.0%
GLW vs DPZ
-29.5%
+273.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +15.5% | -2.5% | +18.0% | +15.8% |
| 30D | -19.6% | +12.5% | -32.1% | -20.5% |
| 3M | -28.5% | -5.2% | -23.3% | -28.1% |
| 6M | -39.5% | +8.8% | -48.3% | -40.9% |
| YTD | +37.2% | -18.7% | +55.9% | +42.8% |
| 1Y | +35.4% | -15.7% | +51.1% | +39.6% |
| 3Y | +359.7% | -7.5% | +367.2% | +350.9% |
| 5Y | +244.0% | -30.1% | +274.1% | +241.4% |
| All | +244.0% | -29.5% | +273.5% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling