+101.8%
DASH vs GPN
-11.4%
+113.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -6.0% | +20.1% | -26.2% | -12.2% |
| 3M | -15.8% | +11.4% | -27.1% | -19.2% |
| 6M | +7.0% | +40.8% | -33.9% | -5.6% |
| YTD | -20.7% | +27.1% | -47.8% | -28.0% |
| 1Y | -8.5% | +29.2% | -37.8% | -17.6% |
| 3Y | +101.8% | -9.4% | +111.1% | +86.8% |
| All | +101.8% | -11.4% | +113.2% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling