-9.4%
DASH vs GD
+97.4%
-106.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.6% |
| 7D | +0.5% | -3.9% | +4.4% | +1.9% |
| 30D | -7.1% | +8.1% | -15.1% | -9.6% |
| 3M | -13.2% | -6.8% | -6.4% | -11.2% |
| 6M | +8.3% | +3.0% | +5.3% | +6.7% |
| YTD | -20.6% | +7.8% | -28.3% | -23.2% |
| 1Y | -24.4% | +5.8% | -30.2% | -26.5% |
| 3Y | +94.5% | +55.3% | +39.2% | +61.9% |
| 5Y | -9.4% | +96.7% | -106.1% | -30.5% |
| All | -9.4% | +97.4% | -106.9% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling