+7.4%
DASH vs GD
+97.9%
-90.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.0% |
| 7D | -10.6% | -5.3% | -5.3% | -8.9% |
| 30D | +2.2% | -6.4% | +8.6% | +4.4% |
| 3M | +32.3% | +5.7% | +26.6% | +29.4% |
| 6M | +19.1% | -0.9% | +20.1% | +19.2% |
| YTD | -6.5% | +8.2% | -14.7% | -9.6% |
| 1Y | -14.9% | +13.4% | -28.3% | -19.1% |
| 3Y | +151.9% | +68.5% | +83.4% | +105.1% |
| All | +7.4% | +97.9% | -90.5% | -14.5% |
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