-8.9%
DASH vs IAU
+105.9%
-114.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | -4.1% | -5.5% | +1.4% | -2.8% |
| 30D | -10.6% | -7.0% | -3.6% | -9.1% |
| 3M | -18.8% | -12.3% | -6.5% | -16.5% |
| 6M | +11.2% | -17.9% | +29.2% | +15.6% |
| YTD | -23.8% | -10.3% | -13.5% | -22.5% |
| 1Y | -12.2% | -7.9% | -4.3% | -11.2% |
| 3Y | +97.3% | +98.7% | -1.4% | +59.8% |
| 5Y | -29.8% | +105.0% | -134.9% | -47.1% |
| All | -8.9% | +105.9% | -114.8% | -32.2% |
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