-9.5%
DASH vs IAU
+106.1%
-115.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.5% | -4.6% | 0.0% | -3.5% |
| 30D | -6.8% | -5.4% | -1.4% | -5.6% |
| 3M | -20.7% | -10.9% | -9.8% | -18.7% |
| 6M | +15.1% | -17.4% | +32.4% | +19.4% |
| YTD | -24.3% | -10.2% | -14.1% | -23.0% |
| 1Y | -12.1% | -7.1% | -5.1% | -11.3% |
| 3Y | +91.1% | +97.7% | -6.7% | +55.0% |
| 5Y | -30.3% | +105.3% | -135.6% | -47.4% |
| All | -9.5% | +106.1% | -115.6% | -32.7% |
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