+800.0%
GPN vs DPZ
+5,417.8%
-4,617.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +5.8% | -7.0% | +12.7% | +7.6% |
| 3M | +37.0% | +11.6% | +25.4% | +33.2% |
| 6M | +20.1% | -15.2% | +35.3% | +24.7% |
| YTD | +20.4% | -17.2% | +37.7% | +25.7% |
| 1Y | +7.4% | -24.8% | +32.3% | +14.7% |
| 3Y | -26.1% | -8.7% | -17.5% | -25.6% |
| 5Y | -38.5% | -28.9% | -9.6% | -35.5% |
| 10Y | +28.4% | +153.6% | -125.2% | -4.2% |
| All | +800.0% | +5,417.8% | -4,617.8% | +239.1% |
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