+142.4%
GILD vs DASH
-3.2%
+145.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -4.8% | -4.6% | -0.2% | -4.6% |
| 30D | +5.8% | -5.0% | +10.7% | +6.0% |
| 3M | +14.9% | +30.6% | -15.7% | +13.4% |
| 6M | -0.4% | +19.2% | -19.5% | -1.4% |
| YTD | +18.5% | -10.8% | +29.4% | +18.9% |
| 1Y | +25.1% | -22.4% | +47.5% | +26.2% |
| 3Y | +105.9% | +142.5% | -36.6% | +93.1% |
| All | +142.4% | -3.2% | +145.6% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling