-21.6%
DASH vs GH
+48.9%
-70.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -10.2% | -8.2% | -2.1% | -7.7% |
| 30D | -8.2% | -4.9% | -3.3% | -7.2% |
| 3M | -15.9% | -6.2% | -9.7% | -15.3% |
| 6M | +13.3% | +60.0% | -46.7% | -6.5% |
| YTD | -21.3% | +51.5% | -72.8% | -34.5% |
| 1Y | -11.1% | +58.4% | -69.6% | -27.6% |
| 3Y | +103.8% | +617.2% | -513.4% | -24.5% |
| 5Y | -21.6% | +47.0% | -68.6% | -48.3% |
| All | -21.6% | +48.9% | -70.5% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling