+4.8%
DASH vs GPC
+53.8%
-49.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.7% |
| 7D | +17.2% | +4.1% | +13.0% | +15.5% |
| 30D | +3.6% | +0.1% | +3.4% | +3.4% |
| 3M | -1.9% | -3.9% | +2.0% | -0.4% |
| 6M | +15.1% | +24.4% | -9.3% | +5.5% |
| YTD | -12.3% | +5.7% | -18.0% | -16.3% |
| 1Y | -17.2% | +6.8% | -24.0% | -21.6% |
| 3Y | +114.7% | +3.8% | +111.0% | +93.0% |
| 5Y | -4.3% | +9.2% | -13.5% | -21.0% |
| All | +4.8% | +53.8% | -49.0% | -19.3% |
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