+263.8%
GLW vs DASH
+9.1%
+254.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.3% | -14.2% | -6.8% |
| 7D | -9.5% | +17.2% | -26.6% | -11.3% |
| 30D | -25.5% | +3.6% | -29.0% | -25.9% |
| 3M | -25.6% | -1.9% | -23.7% | -25.8% |
| 6M | -25.5% | +15.1% | -40.6% | -27.6% |
| YTD | +36.4% | -12.3% | +48.7% | +36.9% |
| 1Y | +40.6% | -17.2% | +57.8% | +41.6% |
| 3Y | +352.8% | +114.7% | +238.1% | +299.1% |
| 5Y | +267.1% | -4.3% | +271.3% | +220.0% |
| All | +263.8% | +9.1% | +254.6% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling