-8.9%
DASH vs GAP
+22.0%
-31.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.8% |
| 7D | -4.1% | -5.2% | +1.1% | -2.7% |
| 30D | -10.6% | -6.9% | -3.7% | -8.7% |
| 3M | -18.8% | +5.7% | -24.5% | -20.2% |
| 6M | +11.2% | +0.9% | +10.3% | +9.7% |
| YTD | -23.8% | -14.5% | -9.3% | -22.0% |
| 1Y | -12.2% | -12.1% | -0.1% | -11.0% |
| 3Y | +97.3% | +72.2% | +25.1% | +44.9% |
| 5Y | -29.8% | +4.5% | -34.4% | -47.2% |
| All | -8.9% | +22.0% | -31.0% | -31.3% |
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