-10.2%
GLD vs DASH
+12.8%
-23.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +2.5% |
| 7D | -0.3% | +17.2% | -17.4% | -2.4% |
| 30D | -1.9% | +3.6% | -5.4% | -2.5% |
| 3M | -0.4% | -1.9% | +1.4% | -0.7% |
| 6M | -10.2% | +15.1% | -25.3% | -13.7% |
| All | -10.2% | +12.8% | -23.0% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling