+158.1%
DASH vs GPN
-24.2%
+182.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.9% |
| 7D | -10.6% | +0.8% | -11.3% | -10.8% |
| 30D | +2.2% | +5.8% | -3.6% | -0.1% |
| 3M | +32.3% | +37.0% | -4.7% | +17.3% |
| 6M | +19.1% | +20.1% | -1.0% | +10.4% |
| YTD | -6.5% | +20.4% | -26.9% | -13.7% |
| 1Y | -14.9% | +7.4% | -22.3% | -18.8% |
| All | +158.1% | -24.2% | +182.3% | +150.2% |
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 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