+243.4%
GLW vs DASH
-2.1%
+245.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -11.1% | -2.8% | -8.3% | -10.7% |
| 30D | -28.4% | -9.3% | -19.1% | -27.6% |
| 3M | -28.8% | -15.1% | -13.7% | -27.6% |
| 6M | -39.8% | +8.7% | -48.5% | -41.1% |
| YTD | +28.7% | -21.3% | +50.0% | +31.1% |
| 1Y | +27.7% | -12.7% | +40.4% | +27.8% |
| 3Y | +331.3% | +103.8% | +227.6% | +283.0% |
| 5Y | +233.4% | -16.8% | +250.2% | +195.6% |
| All | +243.4% | -2.1% | +245.5% | +197.7% |
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 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