+158.1%
DASH vs GFI
+317.7%
-159.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.5% |
| 7D | -10.6% | +3.1% | -13.7% | -10.8% |
| 30D | +2.2% | +27.1% | -25.0% | -0.1% |
| 3M | +32.3% | +21.2% | +11.1% | +29.6% |
| 6M | +19.1% | -4.5% | +23.6% | +18.2% |
| YTD | -6.5% | +11.7% | -18.2% | -8.4% |
| 1Y | -14.9% | +46.0% | -60.9% | -18.3% |
| All | +158.1% | +317.7% | -159.6% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling