+492.6%
GEV vs DASH
+26.0%
+466.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -9.8% | +0.4% | -10.1% | -10.2% |
| 30D | -22.3% | -6.0% | -16.3% | -21.4% |
| 3M | -22.6% | -15.8% | -6.8% | -19.5% |
| 6M | -30.7% | +7.0% | -37.7% | -34.6% |
| YTD | +18.7% | -20.7% | +39.4% | +26.6% |
| 1Y | +41.0% | -8.5% | +49.6% | +38.2% |
| All | +492.6% | +26.0% | +466.6% | +360.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling