+141.0%
GS vs DASH
-12.0%
+152.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.4% | +3.0% | -4.7% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -3.1% | -7.1% | +3.9% | -2.0% |
| 3M | -17.7% | -13.2% | -4.5% | -15.9% |
| 6M | -4.6% | +8.3% | -12.8% | -6.9% |
| YTD | +0.3% | -20.6% | +20.9% | +3.0% |
| 1Y | +11.7% | -24.4% | +36.1% | +15.1% |
| 3Y | +183.6% | +94.5% | +89.0% | +150.0% |
| 5Y | +141.0% | -9.4% | +150.4% | +99.3% |
| All | +141.0% | -12.0% | +152.9% | +99.3% |
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 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