+5.8%
DASH vs GPN
-52.7%
+58.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -2.0% | -3.7% |
| 7D | -11.2% | -0.7% | -10.5% | -10.9% |
| 30D | -7.3% | +3.8% | -11.1% | -9.1% |
| 3M | +31.4% | +39.2% | -7.7% | +11.7% |
| 6M | +11.9% | +17.9% | -6.0% | +2.6% |
| YTD | -11.5% | +16.4% | -27.9% | -18.9% |
| 1Y | -20.0% | +3.6% | -23.6% | -22.9% |
| 3Y | +143.9% | -26.7% | +170.6% | +169.8% |
| 5Y | -0.2% | -44.8% | +44.5% | +15.0% |
| All | +5.8% | -52.7% | +58.5% | +24.2% |
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