-29.8%
DASH vs GIS
-34.7%
+4.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -3.3% |
| 7D | -4.1% | -8.1% | +4.0% | -4.6% |
| 30D | -10.6% | +5.3% | -15.9% | -10.2% |
| 3M | -18.8% | -10.5% | -8.2% | -19.6% |
| 6M | +11.2% | +1.8% | +9.4% | +12.2% |
| YTD | -23.8% | -22.9% | -0.9% | -27.2% |
| 1Y | -12.2% | -22.9% | +10.8% | -16.0% |
| 3Y | +97.3% | -40.5% | +137.8% | +79.2% |
| 5Y | -29.8% | -34.9% | +5.1% | -32.8% |
| All | -29.8% | -34.7% | +4.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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