-12.7%
DASH vs GM
+26.0%
-38.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.8% | +0.4% | -3.2% | -2.7% |
| 30D | -9.3% | +7.2% | -16.5% | -11.1% |
| 3M | -15.1% | +1.0% | -16.1% | -15.4% |
| 6M | +8.7% | +13.0% | -4.3% | +5.3% |
| YTD | -21.3% | +9.8% | -31.1% | -23.2% |
| 1Y | -12.7% | +25.9% | -38.6% | -13.1% |
| All | -12.7% | +26.0% | -38.6% | -13.1% |
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