+205.7%
GLW vs DASH
-12.0%
+217.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -9.4% | -3.5% | -11.6% |
| 7D | -19.7% | +0.5% | -20.3% | -19.8% |
| 30D | -38.8% | -7.1% | -31.7% | -38.2% |
| 3M | -33.9% | -13.2% | -20.7% | -32.9% |
| 6M | -36.0% | +8.3% | -44.3% | -37.5% |
| YTD | +18.7% | -20.6% | +39.3% | +21.1% |
| 1Y | +19.8% | -24.4% | +44.2% | +22.5% |
| 3Y | +294.3% | +94.5% | +199.8% | +244.5% |
| 5Y | +205.7% | -9.4% | +215.2% | +155.5% |
| All | +205.7% | -12.0% | +217.7% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling