+5.8%
DASH vs GM
+102.8%
-97.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.1% | -4.3% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -7.3% | -1.8% | -5.5% | -6.6% |
| 3M | +31.4% | +2.6% | +28.8% | +29.4% |
| 6M | +11.9% | +14.6% | -2.7% | +4.0% |
| YTD | -11.5% | +6.2% | -17.7% | -15.2% |
| 1Y | -20.0% | +48.7% | -68.7% | -36.1% |
| 3Y | +143.9% | +168.3% | -24.4% | +27.9% |
| 5Y | -0.2% | +82.8% | -83.0% | -38.3% |
| All | +5.8% | +102.8% | -97.1% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling