+438.8%
GS vs DPZ
+140.2%
+298.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | +5.9% | +2.2% | +3.6% | +5.4% |
| 30D | +4.3% | +15.5% | -11.2% | +1.3% |
| 3M | -11.7% | -2.0% | -9.7% | -11.5% |
| 6M | -3.2% | +12.1% | -15.3% | -6.2% |
| YTD | +5.8% | -16.6% | +22.4% | +8.9% |
| 1Y | +16.0% | -14.6% | +30.6% | +18.7% |
| 3Y | +199.8% | -4.1% | +203.9% | +196.6% |
| 5Y | +155.5% | -28.3% | +183.8% | +161.9% |
| All | +438.8% | +140.2% | +298.6% | +355.5% |
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