+1,352.1%
GS vs DPZ
+5,445.5%
-4,093.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.9% | +1.9% |
| 7D | +0.3% | +10.1% | -9.8% | -2.6% |
| 30D | +3.9% | +14.6% | -10.7% | -0.6% |
| 3M | -11.4% | -6.8% | -4.7% | -9.9% |
| 6M | +3.7% | +4.4% | -0.7% | +0.9% |
| YTD | +7.1% | -16.8% | +24.0% | +11.4% |
| 1Y | +19.7% | -14.5% | +34.1% | +23.1% |
| 3Y | +202.8% | -1.1% | +203.9% | +192.1% |
| 5Y | +156.7% | -28.0% | +184.7% | +167.7% |
| 10Y | +548.7% | +130.2% | +418.5% | +316.9% |
| All | +1,352.1% | +5,445.5% | -4,093.4% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling