+193.1%
GILD vs DASH
+11.0%
+182.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -4.7% |
| 30D | +5.8% | -5.0% | +10.7% | +6.0% |
| 3M | +14.9% | +30.6% | -15.7% | +13.8% |
| 6M | -0.4% | +19.2% | -19.5% | -1.1% |
| YTD | +18.5% | -10.8% | +29.4% | +18.8% |
| 1Y | +25.1% | -22.4% | +47.5% | +25.9% |
| 3Y | +105.9% | +142.5% | -36.6% | +96.8% |
| 5Y | +143.0% | -4.0% | +147.0% | +129.5% |
| All | +193.1% | +11.0% | +182.2% | +180.3% |
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