+62.2%
GEV vs DASH
-19.6%
+81.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.3% | +8.4% | +3.2% |
| 7D | +8.1% | -11.2% | +19.3% | +8.4% |
| 30D | -1.9% | -7.3% | +5.4% | -1.8% |
| 3M | +4.1% | +31.4% | -27.4% | +2.1% |
| 6M | +23.2% | +11.9% | +11.3% | +21.9% |
| YTD | +48.9% | -11.5% | +60.4% | +52.3% |
| 1Y | +62.2% | -20.0% | +82.2% | +73.6% |
| All | +62.2% | -19.6% | +81.8% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DASH 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling