+101.8%
DASH vs GPC
+1.0%
+100.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | -6.0% | -2.1% | -4.0% | -5.6% |
| 3M | -15.8% | -6.8% | -8.9% | -14.5% |
| 6M | +7.0% | +18.6% | -11.6% | +3.8% |
| YTD | -20.7% | +2.7% | -23.3% | -22.4% |
| 1Y | -8.5% | +1.8% | -10.3% | -10.5% |
| 3Y | +101.8% | +1.1% | +100.7% | +79.9% |
| All | +101.8% | +1.0% | +100.8% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling