+81.5%
DASH vs FGI
-70.3%
+151.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.0% | +13.3% | +8.5% |
| 7D | +17.2% | +3.3% | +13.8% | +17.0% |
| 30D | +3.6% | -2.0% | +5.6% | +3.5% |
| 3M | -1.9% | +60.3% | -62.1% | -5.1% |
| 6M | +15.1% | +0.7% | +14.3% | +12.5% |
| YTD | -12.3% | +30.2% | -42.5% | -16.7% |
| 1Y | -17.2% | +44.4% | -61.6% | -22.5% |
| 3Y | +114.7% | -0.4% | +115.1% | +94.6% |
| All | +81.5% | -70.3% | +151.9% | +95.1% |
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