-8.9%
DASH vs GPC
+49.5%
-58.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | -10.6% | -6.0% | -4.6% | -8.5% |
| 3M | -18.8% | -7.6% | -11.2% | -16.3% |
| 6M | +11.2% | +24.2% | -13.0% | +2.0% |
| YTD | -23.8% | +2.7% | -26.5% | -26.5% |
| 1Y | -12.2% | +0.2% | -12.3% | -14.5% |
| 3Y | +97.3% | -0.8% | +98.1% | +81.2% |
| 5Y | -29.8% | +4.4% | -34.3% | -41.3% |
| All | -8.9% | +49.5% | -58.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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