+11.7%
GS vs DPZ
-14.1%
+25.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.4% |
| 7D | -6.3% | +9.5% | -15.8% | -6.0% |
| 30D | -3.1% | +12.8% | -15.9% | -2.7% |
| 3M | -17.7% | -6.2% | -11.4% | -18.3% |
| 6M | -4.6% | +4.3% | -8.8% | -3.4% |
| YTD | +0.3% | -16.6% | +16.9% | +1.9% |
| 1Y | +11.7% | -12.8% | +24.6% | +14.3% |
| All | +11.7% | -14.1% | +25.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling