-21.6%
DASH vs GAP
+8.0%
-29.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.6% |
| 30D | -9.3% | -5.4% | -3.9% | -7.7% |
| 3M | -15.1% | +2.9% | -18.0% | -16.0% |
| 6M | +8.7% | -4.4% | +13.2% | +8.8% |
| YTD | -21.3% | -11.6% | -9.7% | -20.2% |
| 1Y | -12.7% | -6.0% | -6.6% | -13.1% |
| 3Y | +103.8% | +78.0% | +25.8% | +46.3% |
| All | -21.6% | +8.0% | -29.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling