-4.5%
DASH vs IAU
+120.0%
-124.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -4.8% | +4.9% | -9.7% | -5.8% |
| 30D | -7.9% | -1.4% | -6.5% | -7.7% |
| 3M | -16.3% | -4.8% | -11.5% | -15.6% |
| 6M | +10.4% | -12.5% | +22.9% | +13.0% |
| YTD | -20.1% | -4.2% | -15.9% | -20.0% |
| 1Y | -11.4% | +3.1% | -14.5% | -12.8% |
| 3Y | +114.1% | +110.0% | +4.1% | +71.2% |
| 5Y | -5.8% | +123.1% | -128.8% | -30.2% |
| All | -4.5% | +120.0% | -124.5% | -30.1% |
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