-5.2%
DASH vs GFI
+438.5%
-443.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -0.6% |
| 7D | +0.4% | +19.0% | -18.6% | -1.9% |
| 30D | -6.0% | +11.8% | -17.8% | -7.5% |
| 3M | -15.8% | +7.3% | -23.0% | -16.8% |
| 6M | +7.0% | -13.3% | +20.3% | +7.9% |
| YTD | -20.7% | -5.6% | -15.1% | -21.6% |
| 1Y | -8.5% | +9.2% | -17.8% | -11.5% |
| 3Y | +101.8% | +213.7% | -112.0% | +63.1% |
| 5Y | -9.6% | +395.5% | -405.1% | -34.1% |
| All | -5.2% | +438.5% | -443.7% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling