-7.0%
DASH vs GAP
+5.0%
-12.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.0% |
| 7D | +0.4% | -3.8% | +4.1% | +1.6% |
| 30D | -6.0% | -9.0% | +3.0% | -3.5% |
| 3M | -15.8% | +5.5% | -21.2% | -17.2% |
| 6M | +7.0% | -11.1% | +18.0% | +9.1% |
| YTD | -20.7% | -13.6% | -7.1% | -19.0% |
| 1Y | -8.5% | -2.9% | -5.7% | -9.8% |
| 3Y | +101.8% | +69.6% | +32.2% | +48.1% |
| All | -7.0% | +5.0% | -12.0% | -37.5% |
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 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