-5.1%
DASH vs GPC
+51.4%
-56.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.9% | -8.8% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -7.1% | -2.3% | -4.8% | -6.3% |
| 3M | -13.2% | -4.5% | -8.7% | -11.6% |
| 6M | +8.3% | +21.6% | -13.3% | +0.2% |
| YTD | -20.6% | +4.0% | -24.6% | -23.7% |
| 1Y | -24.4% | +3.5% | -27.9% | -27.5% |
| 3Y | +94.5% | +2.1% | +92.4% | +76.0% |
| 5Y | -9.4% | +5.5% | -14.9% | -24.5% |
| All | -5.1% | +51.4% | -56.5% | -26.4% |
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