+1,244.9%
GLW vs DPZ
+5,341.2%
-4,096.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.2% |
| 7D | -13.9% | +6.6% | -20.5% | -15.4% |
| 30D | -35.0% | +10.3% | -45.3% | -36.9% |
| 3M | -32.4% | -6.2% | -26.2% | -31.9% |
| 6M | -41.3% | +4.2% | -45.6% | -43.4% |
| YTD | +21.8% | -18.4% | +40.2% | +25.3% |
| 1Y | +21.8% | -14.9% | +36.8% | +23.7% |
| 3Y | +307.7% | -4.6% | +312.3% | +292.6% |
| 5Y | +213.7% | -27.4% | +241.1% | +220.0% |
| 10Y | +509.3% | +125.9% | +383.3% | +318.5% |
| All | +1,244.9% | +5,341.2% | -4,096.3% | +179.0% |
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