+153.0%
DASH vs GAP
+114.4%
+38.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | -10.6% | -4.5% | -6.1% | -9.9% |
| 30D | +2.2% | +9.0% | -6.9% | +0.5% |
| 3M | +32.3% | +5.0% | +27.3% | +30.8% |
| 6M | +19.1% | -17.8% | +36.9% | +21.8% |
| YTD | -6.5% | -10.4% | +3.9% | -5.8% |
| 1Y | -14.9% | -3.4% | -11.5% | -15.5% |
| All | +153.0% | +114.4% | +38.6% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling