+457.2%
GS vs DPZ
+116.9%
+340.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.7% |
| 7D | +1.6% | +2.2% | -0.6% | +1.1% |
| 30D | +1.7% | +6.7% | -5.0% | +0.3% |
| 3M | -11.6% | -4.5% | -7.1% | -11.0% |
| 6M | -1.9% | +3.3% | -5.2% | -3.3% |
| YTD | +5.1% | -19.4% | +24.5% | +8.9% |
| 1Y | +16.4% | -17.3% | +33.7% | +19.8% |
| 3Y | +199.0% | -8.4% | +207.3% | +198.6% |
| 5Y | +157.4% | -28.2% | +185.6% | +164.0% |
| 10Y | +457.2% | +130.9% | +326.4% | +381.9% |
| All | +457.2% | +116.9% | +340.4% | +381.9% |
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