-12.1%
DASH vs GPN
+20.1%
-32.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.4% |
| 7D | -4.5% | -5.6% | +1.1% | -2.6% |
| 30D | -6.8% | +13.6% | -20.4% | -13.0% |
| 3M | -20.7% | -2.8% | -17.9% | -20.3% |
| 6M | +15.1% | +38.1% | -23.0% | -2.6% |
| YTD | -24.3% | +19.9% | -44.2% | -32.6% |
| 1Y | -12.1% | +23.4% | -35.6% | -22.2% |
| All | -12.1% | +20.1% | -32.2% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling