+197.1%
GILD vs DASH
+8.4%
+188.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -2.6% | -12.8% | +10.2% | -2.2% |
| 30D | +9.5% | -6.0% | +15.5% | +9.7% |
| 3M | +16.8% | +26.7% | -9.9% | +15.8% |
| 6M | +0.6% | +11.7% | -11.1% | 0.0% |
| YTD | +20.1% | -12.9% | +33.0% | +20.5% |
| 1Y | +29.1% | -23.1% | +52.2% | +29.9% |
| 3Y | +111.5% | +140.0% | -28.5% | +102.3% |
| 5Y | +147.6% | -5.1% | +152.6% | +134.0% |
| All | +197.1% | +8.4% | +188.7% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling