+249.4%
GLW vs DASH
-5.8%
+255.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | +7.5% | -4.5% | +12.0% | +8.1% |
| 30D | -19.0% | -6.8% | -12.2% | -18.4% |
| 3M | -27.9% | -20.7% | -7.2% | -26.1% |
| 6M | -44.6% | +15.1% | -59.6% | -46.1% |
| YTD | +31.0% | -24.3% | +55.2% | +34.0% |
| 1Y | +39.7% | -12.1% | +51.9% | +39.6% |
| 3Y | +338.2% | +91.1% | +247.2% | +292.3% |
| 5Y | +228.4% | -30.3% | +258.7% | +195.0% |
| All | +249.4% | -5.8% | +255.2% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling