+106.1%
GLD vs DASH
-5.8%
+111.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -4.6% | -4.5% | 0.0% | -4.5% |
| 30D | -5.5% | -6.8% | +1.3% | -5.3% |
| 3M | -10.9% | -20.7% | +9.8% | -10.5% |
| 6M | -17.4% | +15.1% | -32.5% | -17.7% |
| YTD | -10.3% | -24.3% | +14.0% | -10.0% |
| 1Y | -7.2% | -12.1% | +5.0% | -7.1% |
| 3Y | +96.9% | +91.1% | +5.9% | +94.3% |
| 5Y | +103.8% | -30.3% | +134.0% | +101.4% |
| All | +106.1% | -5.8% | +111.8% | +101.5% |
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