+518.8%
GEV vs DASH
+25.1%
+493.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.0% | -10.2% | +7.3% | 0.0% |
| 30D | -18.9% | -8.2% | -10.6% | -17.3% |
| 3M | -20.1% | -15.9% | -4.2% | -16.9% |
| 6M | -24.6% | +13.3% | -37.9% | -30.2% |
| YTD | +24.0% | -21.3% | +45.3% | +32.5% |
| 1Y | +40.6% | -11.1% | +51.8% | +39.7% |
| All | +518.8% | +25.1% | +493.7% | +381.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling