+102.1%
DASH vs IAU
+104.9%
-2.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | -7.1% | -1.7% | -5.3% | -6.8% |
| 3M | -13.2% | -3.6% | -9.6% | -12.7% |
| 6M | +8.3% | -10.1% | +18.4% | +9.8% |
| YTD | -20.6% | -5.1% | -15.4% | -19.9% |
| 1Y | -24.4% | +2.6% | -27.0% | -24.7% |
| All | +102.1% | +104.9% | -2.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling