-8.9%
DASH vs GPN
-53.2%
+44.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.0% | +8.8% | +2.4% |
| 7D | -4.1% | -7.1% | +3.1% | -1.2% |
| 30D | -10.6% | +7.7% | -18.3% | -14.5% |
| 3M | -18.8% | -0.1% | -18.7% | -19.7% |
| 6M | +11.2% | +29.4% | -18.2% | -3.2% |
| YTD | -23.8% | +15.1% | -38.9% | -30.5% |
| 1Y | -12.2% | +15.4% | -27.6% | -20.2% |
| 3Y | +97.3% | -16.5% | +113.8% | +99.2% |
| 5Y | -29.8% | -29.6% | -0.3% | -22.0% |
| All | -8.9% | -53.2% | +44.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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