+11.7%
DASH vs GPC
+68.0%
-56.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | -10.6% | +0.4% | -11.0% | -10.7% |
| 30D | +2.2% | +5.1% | -3.0% | +0.3% |
| 3M | +32.3% | +41.5% | -9.2% | +15.8% |
| 6M | +19.1% | +21.8% | -2.7% | +9.9% |
| YTD | -6.5% | +14.6% | -21.1% | -13.4% |
| 1Y | -14.9% | +1.3% | -16.2% | -17.0% |
| 3Y | +151.9% | -1.4% | +153.4% | +138.2% |
| 5Y | +9.4% | +30.6% | -21.2% | -13.6% |
| All | +11.7% | +68.0% | -56.3% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling