-12.2%
DASH vs GFI
-8.1%
-4.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.6% | -2.4% |
| 7D | -4.1% | -5.4% | +1.3% | -3.3% |
| 30D | -10.6% | -1.5% | -9.1% | -10.7% |
| 3M | -18.8% | -10.2% | -8.6% | -18.0% |
| 6M | +11.2% | -19.3% | +30.5% | +12.1% |
| YTD | -23.8% | -13.7% | -10.1% | -24.0% |
| 1Y | -12.2% | -12.1% | 0.0% | -12.5% |
| All | -12.2% | -8.1% | -4.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling