-0.3%
DASH vs GTLB
-47.1%
+46.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | -10.6% | +11.1% | -21.6% | -14.0% |
| 30D | +2.2% | +37.8% | -35.7% | -9.4% |
| 3M | +32.3% | +61.6% | -29.3% | +10.7% |
| 6M | +19.1% | +98.9% | -79.8% | -8.4% |
| YTD | -6.5% | +32.8% | -39.3% | -18.1% |
| 1Y | -14.9% | +14.7% | -29.5% | -23.0% |
| 3Y | +151.9% | +1.3% | +150.6% | +110.7% |
| All | -0.3% | -47.1% | +46.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling