+43.4%
GEV vs DASH
-12.8%
+56.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.2% |
| 7D | -3.8% | -4.8% | +1.0% | -3.7% |
| 30D | -17.4% | -7.9% | -9.5% | -17.3% |
| 3M | -16.2% | -16.3% | +0.1% | -16.3% |
| 6M | -20.2% | +10.4% | -30.6% | -20.4% |
| YTD | +27.2% | -20.1% | +47.3% | +28.1% |
| All | +43.4% | -12.8% | +56.2% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling