-5.2%
DASH vs IAU
+116.0%
-121.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.4% | +4.7% | -4.4% | -0.7% |
| 30D | -6.0% | -0.9% | -5.2% | -5.9% |
| 3M | -15.8% | -4.4% | -11.4% | -15.0% |
| 6M | +7.0% | -13.5% | +20.5% | +9.8% |
| YTD | -20.7% | -5.9% | -14.8% | -20.2% |
| 1Y | -8.5% | +1.9% | -10.4% | -9.7% |
| 3Y | +101.8% | +104.1% | -2.3% | +62.5% |
| 5Y | -9.6% | +121.0% | -130.6% | -32.8% |
| All | -5.2% | +116.0% | -121.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling