+1,855.3%
GLW vs DPZ
+5,417.8%
-3,562.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.1% |
| 7D | +3.8% | -2.5% | +6.3% | +4.4% |
| 30D | -1.3% | -7.0% | +5.6% | +0.2% |
| 3M | -21.8% | +11.6% | -33.4% | -25.2% |
| 6M | +6.9% | -15.2% | +22.1% | +9.7% |
| YTD | +77.2% | -17.2% | +94.4% | +82.8% |
| 1Y | +123.2% | -24.8% | +148.1% | +135.7% |
| 3Y | +400.0% | -8.7% | +408.7% | +390.3% |
| 5Y | +342.8% | -28.9% | +371.7% | +356.5% |
| 10Y | +771.4% | +153.6% | +617.7% | +481.8% |
| All | +1,855.3% | +5,417.8% | -3,562.4% | +307.0% |
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