-11.3%
DASH vs GTLB
+3.0%
-14.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.3% |
| 7D | -4.8% | -9.6% | +4.8% | -1.9% |
| 30D | -7.9% | -14.5% | +6.6% | -4.1% |
| 3M | -16.3% | +20.9% | -37.2% | -22.3% |
| 6M | +10.4% | +81.4% | -71.0% | -11.2% |
| YTD | -20.1% | +25.6% | -45.7% | -33.1% |
| All | -11.3% | +3.0% | -14.3% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling