+123.2%
GLW vs DASH
-14.9%
+138.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +5.4% |
| 7D | +3.8% | -10.6% | +14.3% | +3.2% |
| 30D | -1.3% | +2.2% | -3.5% | -1.2% |
| 3M | -21.8% | +32.3% | -54.1% | -21.1% |
| 6M | +6.9% | +19.1% | -12.2% | +8.0% |
| YTD | +77.2% | -6.5% | +83.7% | +83.1% |
| 1Y | +123.2% | -14.9% | +138.1% | +144.8% |
| All | +123.2% | -14.9% | +138.2% | +144.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling