-9.1%
DASH vs GFS
-8.5%
-0.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -1.7% |
| 7D | -10.2% | +6.2% | -16.5% | -11.9% |
| 30D | -8.2% | -11.4% | +3.1% | -5.7% |
| 3M | -15.9% | -15.5% | -0.4% | -12.9% |
| 6M | +13.3% | -42.6% | +55.9% | +28.4% |
| YTD | -21.3% | +23.2% | -44.5% | -37.0% |
| 1Y | -11.1% | +23.6% | -34.7% | -29.1% |
| 3Y | +103.8% | -17.2% | +121.0% | +79.0% |
| 5Y | -21.6% | -23.4% | +1.8% | -32.3% |
| All | -9.1% | -8.5% | -0.6% | -20.2% |
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