-10.4%
DASH vs GLXY
-38.3%
+27.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | +0.4% |
| 7D | -4.8% | -0.5% | -4.2% | -5.2% |
| 30D | -7.9% | -28.6% | +20.7% | -6.2% |
| 3M | -16.3% | -28.1% | +11.7% | -15.3% |
| 6M | +10.4% | -52.0% | +62.4% | +15.0% |
| YTD | -20.1% | -35.1% | +15.0% | -21.3% |
| 1Y | -11.4% | -54.0% | +42.6% | -9.7% |
| All | -10.4% | -38.3% | +27.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling