-9.1%
DASH vs GFS
-13.3%
+4.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | -5.3% | +2.5% | -1.4% |
| 30D | -9.3% | -15.8% | +6.5% | -5.2% |
| 3M | -15.1% | -18.6% | +3.6% | -10.9% |
| 6M | +8.7% | -45.0% | +53.7% | +24.8% |
| YTD | -21.3% | +16.8% | -38.1% | -35.9% |
| 1Y | -12.7% | +17.8% | -30.5% | -29.3% |
| 3Y | +103.8% | -21.5% | +125.3% | +82.0% |
| 5Y | -16.8% | -29.3% | +12.5% | -27.1% |
| All | -9.1% | -13.3% | +4.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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