+185.7%
GS vs DASH
+8.6%
+177.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.9% |
| 7D | +0.9% | -10.6% | +11.5% | +2.9% |
| 30D | -1.6% | +2.2% | -3.7% | -2.1% |
| 3M | -4.5% | +32.3% | -36.8% | -9.7% |
| 6M | +20.9% | +19.1% | +1.8% | +16.0% |
| YTD | +19.9% | -6.5% | +26.4% | +19.9% |
| 1Y | +41.4% | -14.9% | +56.3% | +43.0% |
| 3Y | +239.2% | +151.9% | +87.2% | +187.1% |
| All | +185.7% | +8.6% | +177.2% | +135.1% |
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