+135.8%
GLD vs DASH
+16.3%
+119.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.7% |
| 7D | -0.5% | -10.6% | +10.0% | -0.3% |
| 30D | +4.4% | +2.2% | +2.2% | +4.3% |
| 3M | -1.1% | +32.3% | -33.4% | -1.7% |
| 6M | -13.8% | +19.1% | -32.9% | -14.2% |
| YTD | +2.6% | -6.5% | +9.2% | +2.5% |
| 1Y | +24.5% | -14.9% | +39.4% | +24.5% |
| 3Y | +125.8% | +151.9% | -26.1% | +121.7% |
| 5Y | +137.8% | +9.4% | +128.3% | +133.4% |
| All | +135.8% | +16.3% | +119.5% | +129.5% |
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 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