+121.1%
GLD vs DASH
-12.0%
+133.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +1.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -1.8% | -7.1% | +5.3% | -1.6% |
| 3M | -3.6% | -13.2% | +9.6% | -3.3% |
| 6M | -10.2% | +8.3% | -18.5% | -10.5% |
| YTD | -5.3% | -20.6% | +15.3% | -5.0% |
| 1Y | +2.5% | -24.4% | +26.9% | +2.7% |
| 3Y | +103.2% | +94.5% | +8.7% | +99.7% |
| 5Y | +121.1% | -9.4% | +130.5% | +120.6% |
| All | +121.1% | -12.0% | +133.0% | +120.6% |
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