+153.0%
DASH vs GGLL
+245.5%
-92.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | -10.6% | -4.8% | -5.8% | -9.6% |
| 30D | +2.2% | -13.7% | +15.8% | +5.3% |
| 3M | +32.3% | -21.9% | +54.1% | +38.1% |
| 6M | +19.1% | +11.7% | +7.5% | +13.0% |
| YTD | -6.5% | +2.3% | -8.8% | -9.7% |
| 1Y | -14.9% | +76.2% | -91.1% | -29.2% |
| All | +153.0% | +245.5% | -92.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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