+103.8%
DASH vs GTLB
+7.7%
+96.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | -2.8% | -10.9% | +8.1% | -0.2% |
| 30D | -9.3% | -15.3% | +6.0% | -6.2% |
| 3M | -15.1% | +14.6% | -29.6% | -18.2% |
| 6M | +8.7% | +79.6% | -70.9% | -5.7% |
| YTD | -21.3% | +24.3% | -45.6% | -27.8% |
| 1Y | -12.7% | +1.0% | -13.7% | -17.2% |
| 3Y | +103.8% | +4.6% | +99.2% | +90.5% |
| All | +103.8% | +7.7% | +96.1% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling