-29.3%
DASH vs GTLB
-62.5%
+33.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -6.8% | -10.2% | +3.4% | -3.5% |
| 3M | -20.7% | +10.1% | -30.8% | -24.3% |
| 6M | +15.1% | +116.5% | -101.4% | -14.7% |
| YTD | -24.3% | +27.2% | -51.4% | -33.3% |
| 1Y | -12.1% | +8.6% | -20.7% | -18.8% |
| 3Y | +91.1% | +5.6% | +85.5% | +54.9% |
| All | -29.3% | -62.5% | +33.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling