+37.4%
GILD vs DASH
-14.9%
+52.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.2% |
| 7D | +3.6% | -10.6% | +14.2% | +3.6% |
| 30D | +14.6% | +2.2% | +12.4% | +14.6% |
| 3M | +17.7% | +32.3% | -14.6% | +18.2% |
| 6M | +3.1% | +19.1% | -16.0% | +3.0% |
| YTD | +24.5% | -6.5% | +31.0% | +23.4% |
| 1Y | +37.4% | -14.9% | +52.3% | +35.2% |
| All | +37.4% | -14.9% | +52.3% | +35.2% |
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 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