+186.8%
GS vs DPZ
-1.0%
+187.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.6% | -6.4% |
| 7D | -6.3% | +9.5% | -15.8% | -7.8% |
| 30D | -3.1% | +12.8% | -15.9% | -5.2% |
| 3M | -17.7% | -6.2% | -11.4% | -16.8% |
| 6M | -4.6% | +4.3% | -8.8% | -5.6% |
| YTD | +0.3% | -16.6% | +16.9% | +4.6% |
| 1Y | +11.7% | -12.8% | +24.6% | +14.9% |
| All | +186.8% | -1.0% | +187.8% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling