-9.5%
DASH vs GAP
+21.0%
-30.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -4.5% | -1.9% | -2.6% | -4.0% |
| 30D | -6.8% | -7.1% | +0.3% | -4.7% |
| 3M | -20.7% | +4.1% | -24.8% | -21.7% |
| 6M | +15.1% | +1.9% | +13.1% | +13.1% |
| YTD | -24.3% | -15.2% | -9.1% | -22.3% |
| 1Y | -12.1% | -10.6% | -1.5% | -11.4% |
| 3Y | +91.1% | +74.6% | +16.5% | +39.5% |
| 5Y | -30.3% | +3.7% | -33.9% | -47.4% |
| All | -9.5% | +21.0% | -30.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling