+103.2%
GLD vs DASH
+94.3%
+8.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -0.9% | -6.0% | +5.2% | -0.6% |
| 3M | -4.4% | -15.8% | +11.3% | -3.7% |
| 6M | -13.6% | +7.0% | -20.5% | -14.0% |
| YTD | -6.0% | -20.7% | +14.7% | -5.8% |
| 1Y | +1.8% | -8.5% | +10.3% | +1.6% |
| 3Y | +103.2% | +101.8% | +1.4% | +94.2% |
| All | +103.2% | +94.3% | +8.9% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling