+114.1%
DASH vs GH
+567.5%
-453.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | 0.0% |
| 7D | -4.8% | -7.0% | +2.2% | -3.9% |
| 30D | -7.9% | -5.2% | -2.7% | -7.4% |
| 3M | -16.3% | -5.8% | -10.6% | -16.1% |
| 6M | +10.4% | +65.9% | -55.5% | +1.6% |
| YTD | -20.1% | +55.5% | -75.6% | -26.0% |
| 1Y | -11.4% | +64.2% | -75.6% | -18.7% |
| 3Y | +114.1% | +606.0% | -492.0% | +60.8% |
| All | +114.1% | +567.5% | -453.4% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling