-4.5%
DASH vs GAP
+27.7%
-32.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.7% |
| 30D | -7.9% | -4.3% | -3.6% | -6.6% |
| 3M | -16.3% | +9.4% | -25.7% | -18.6% |
| 6M | +10.4% | -3.3% | +13.7% | +10.1% |
| YTD | -20.1% | -10.5% | -9.6% | -19.2% |
| 1Y | -11.4% | -2.4% | -9.1% | -12.8% |
| 3Y | +114.1% | +80.1% | +34.0% | +55.3% |
| 5Y | -5.8% | +6.5% | -12.2% | -29.5% |
| All | -4.5% | +27.7% | -32.2% | -28.8% |
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