-9.5%
DASH vs GH
+19.8%
-29.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -4.5% | +0.6% | -5.1% | -4.8% |
| 30D | -6.8% | -6.9% | +0.1% | -5.1% |
| 3M | -20.7% | -4.9% | -15.8% | -20.5% |
| 6M | +15.1% | +54.1% | -39.0% | -4.0% |
| YTD | -24.3% | +48.5% | -72.8% | -36.7% |
| 1Y | -12.1% | +61.2% | -73.3% | -29.1% |
| 3Y | +91.1% | +570.3% | -479.3% | -27.0% |
| 5Y | -30.3% | +46.1% | -76.4% | -53.3% |
| All | -9.5% | +19.8% | -29.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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