-25.5%
GLW vs DASH
+12.8%
-38.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.3% | -14.2% | -4.3% |
| 7D | -9.5% | +17.2% | -26.6% | -6.8% |
| 30D | -25.5% | +3.6% | -29.0% | -24.5% |
| 3M | -25.6% | -1.9% | -23.7% | -25.9% |
| 6M | -25.5% | +15.1% | -40.6% | -27.0% |
| All | -25.5% | +12.8% | -38.3% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling