+101.8%
DASH vs GFS
-27.1%
+128.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.4% | -1.0% |
| 7D | +0.4% | -7.8% | +8.2% | +1.3% |
| 30D | -6.0% | -19.7% | +13.6% | -3.6% |
| 3M | -15.8% | -23.1% | +7.4% | -13.3% |
| 6M | +7.0% | -46.4% | +53.3% | +14.0% |
| YTD | -20.7% | +11.0% | -31.7% | -30.3% |
| 1Y | -8.5% | +12.6% | -21.2% | -20.1% |
| 3Y | +101.8% | -24.9% | +126.7% | +80.1% |
| All | +101.8% | -27.1% | +128.9% | +80.1% |
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