+185.7%
GS vs DPZ
-28.9%
+214.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.9% | -2.5% | +3.5% | +1.5% |
| 30D | -1.6% | -7.0% | +5.4% | -0.1% |
| 3M | -4.5% | +11.6% | -16.1% | -7.5% |
| 6M | +20.9% | -15.2% | +36.0% | +25.2% |
| YTD | +19.9% | -17.2% | +37.1% | +24.8% |
| 1Y | +41.4% | -24.8% | +66.3% | +51.0% |
| 3Y | +239.2% | -8.7% | +247.8% | +238.2% |
| All | +185.7% | -28.9% | +214.6% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling