-17.2%
DASH vs GM
+37.1%
-54.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +6.7% |
| 7D | +17.2% | +12.1% | +5.1% | +13.1% |
| 30D | +3.6% | +15.2% | -11.6% | -1.0% |
| 3M | -1.9% | +4.9% | -6.7% | -3.8% |
| 6M | +15.1% | +22.6% | -7.5% | +8.6% |
| YTD | -12.3% | +14.4% | -26.7% | -16.1% |
| 1Y | -17.2% | +39.4% | -56.6% | -22.9% |
| All | -17.2% | +37.1% | -54.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling