+45.4%
GILD vs DASH
-16.7%
+62.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +4.0% |
| 7D | +9.6% | +17.2% | -7.6% | +9.4% |
| 30D | +20.6% | +3.6% | +17.1% | +20.3% |
| 3M | +29.7% | -1.9% | +31.6% | +29.5% |
| 6M | +33.1% | +15.1% | +18.0% | +33.3% |
| YTD | +44.7% | -12.3% | +57.0% | +42.4% |
| 1Y | +45.4% | -17.2% | +62.6% | +42.8% |
| All | +45.4% | -16.7% | +62.1% | +42.8% |
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