+336.7%
GS vs DASH
+9.1%
+327.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.8% | +2.3% |
| 7D | +0.3% | +17.2% | -16.9% | -2.1% |
| 30D | +3.9% | +3.6% | +0.3% | +3.2% |
| 3M | -11.4% | -1.9% | -9.6% | -11.5% |
| 6M | +3.7% | +15.1% | -11.4% | +0.7% |
| YTD | +7.1% | -12.3% | +19.4% | +7.9% |
| 1Y | +19.7% | -17.2% | +36.9% | +20.9% |
| 3Y | +202.8% | +114.7% | +88.1% | +170.7% |
| 5Y | +156.7% | -4.3% | +161.0% | +123.8% |
| All | +336.7% | +9.1% | +327.6% | +278.6% |
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