+153.0%
DASH vs GFS
-18.1%
+171.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.2% | -4.9% |
| 7D | -10.6% | +1.0% | -11.6% | -10.7% |
| 30D | +2.2% | -8.6% | +10.7% | +3.4% |
| 3M | +32.3% | -46.5% | +78.8% | +45.9% |
| 6M | +19.1% | -4.8% | +23.9% | +12.7% |
| YTD | -6.5% | +29.7% | -36.2% | -20.3% |
| 1Y | -14.9% | +35.8% | -50.7% | -28.7% |
| All | +153.0% | -18.1% | +171.1% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling