+152.4%
GS vs DPZ
-28.0%
+180.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +0.8% | +3.7% | -2.8% | 0.0% |
| 30D | +1.2% | +8.0% | -6.8% | -0.6% |
| 3M | -12.4% | -4.2% | -8.2% | -11.8% |
| 6M | -2.3% | +4.6% | -6.9% | -4.2% |
| YTD | +4.6% | -18.4% | +23.0% | +9.3% |
| 1Y | +17.5% | -16.8% | +34.3% | +21.9% |
| 3Y | +202.0% | -5.0% | +207.1% | +196.8% |
| 5Y | +152.4% | -27.8% | +180.2% | +143.4% |
| All | +152.4% | -28.0% | +180.4% | +143.4% |
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