-5.2%
DASH vs GIS
-25.2%
+20.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.4% |
| 7D | +0.4% | +3.6% | -3.2% | +0.7% |
| 30D | -6.0% | +13.9% | -19.9% | -4.5% |
| 3M | -15.8% | +0.3% | -16.1% | -15.7% |
| 6M | +7.0% | +5.0% | +2.0% | +7.9% |
| YTD | -20.7% | -18.4% | -2.3% | -24.6% |
| 1Y | -8.5% | -17.4% | +8.9% | -12.7% |
| 3Y | +101.8% | -36.9% | +138.7% | +80.9% |
| 5Y | -9.6% | -30.4% | +20.8% | -10.7% |
| All | -5.2% | -25.2% | +20.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling