-4.5%
DASH vs GPC
+52.9%
-57.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -7.9% | -1.1% | -6.8% | -7.6% |
| 3M | -16.3% | -6.6% | -9.7% | -14.1% |
| 6M | +10.4% | +22.2% | -11.8% | +1.9% |
| YTD | -20.1% | +5.1% | -25.2% | -23.6% |
| 1Y | -11.4% | +2.8% | -14.2% | -14.7% |
| 3Y | +114.1% | +2.4% | +111.7% | +93.9% |
| 5Y | -5.8% | +7.8% | -13.5% | -21.9% |
| All | -4.5% | +52.9% | -57.4% | -26.2% |
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