+486.7%
GS vs DPZ
+123.5%
+363.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -3.2% | +6.6% | -9.8% | -4.4% |
| 30D | -2.4% | +10.3% | -12.7% | -4.3% |
| 3M | -15.7% | -6.2% | -9.6% | -14.9% |
| 6M | -6.8% | +4.2% | -11.0% | -8.2% |
| YTD | -0.1% | -18.4% | +18.3% | +3.3% |
| 1Y | +12.1% | -14.9% | +27.0% | +14.7% |
| 3Y | +185.8% | -4.6% | +190.4% | +183.2% |
| 5Y | +140.1% | -27.4% | +167.5% | +145.5% |
| All | +486.7% | +123.5% | +363.2% | +418.9% |
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