-11.1%
DASH vs GLXY
-41.9%
+30.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.4% | -0.4% |
| 7D | +0.4% | -14.6% | +15.0% | +0.9% |
| 30D | -6.0% | -36.2% | +30.1% | -3.6% |
| 3M | -15.8% | -30.1% | +14.3% | -14.6% |
| 6M | +7.0% | -56.1% | +63.1% | +12.1% |
| YTD | -20.7% | -38.9% | +18.2% | -21.6% |
| 1Y | -8.5% | -55.0% | +46.5% | -6.9% |
| All | -11.1% | -41.9% | +30.8% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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