+7.4%
DASH vs GIS
-19.2%
+26.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.2% | -4.9% |
| 7D | -10.6% | -7.8% | -2.7% | -11.3% |
| 30D | +2.2% | +6.6% | -4.4% | +3.0% |
| 3M | +32.3% | +21.0% | +11.3% | +36.3% |
| 6M | +19.1% | -9.1% | +28.2% | +16.2% |
| YTD | -6.5% | -13.6% | +7.1% | -9.4% |
| 1Y | -14.9% | -18.0% | +3.1% | -18.3% |
| 3Y | +151.9% | -33.7% | +185.6% | +132.9% |
| All | +7.4% | -19.2% | +26.6% | +3.3% |
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