+64.5%
DASH vs FGI
-70.3%
+134.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | +0.5% | -11.6% | +12.1% | +0.8% |
| 30D | -7.1% | -3.3% | -3.8% | -7.1% |
| 3M | -13.2% | +65.6% | -78.8% | -16.1% |
| 6M | +8.3% | -2.8% | +11.1% | +6.1% |
| YTD | -20.6% | +30.1% | -50.7% | -24.5% |
| 1Y | -24.4% | +50.2% | -74.6% | -29.3% |
| 3Y | +94.5% | -0.4% | +95.0% | +76.3% |
| All | +64.5% | -70.3% | +134.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling