-17.2%
DASH vs GD
+9.0%
-26.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.6% | +10.9% | +8.8% |
| 7D | +17.2% | +3.0% | +14.2% | +16.2% |
| 30D | +3.6% | +10.5% | -7.0% | +1.0% |
| 3M | -1.9% | -5.0% | +3.1% | -1.1% |
| 6M | +15.1% | +5.5% | +9.6% | +13.0% |
| YTD | -12.3% | +10.3% | -22.7% | -14.7% |
| 1Y | -17.2% | +8.2% | -25.4% | -17.4% |
| All | -17.2% | +9.0% | -26.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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