+4.1%
DASH vs GFI
+532.3%
-528.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -12.8% | +4.7% | -17.5% | -13.3% |
| 30D | -6.0% | +14.4% | -20.4% | -7.7% |
| 3M | +26.7% | +32.5% | -5.8% | +21.9% |
| 6M | +11.7% | -7.2% | +18.9% | +11.4% |
| YTD | -12.9% | +10.9% | -23.8% | -15.5% |
| 1Y | -23.1% | +35.5% | -58.6% | -27.7% |
| 3Y | +140.0% | +312.1% | -172.1% | +86.5% |
| 5Y | -5.1% | +524.6% | -529.6% | -31.9% |
| All | +4.1% | +532.3% | -528.2% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling