+91.1%
DASH vs GM
+231.6%
-140.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -6.8% | +3.6% | -10.3% | -7.4% |
| 3M | -20.7% | -0.2% | -20.4% | -20.6% |
| 6M | +15.1% | +13.9% | +1.1% | +12.0% |
| YTD | -24.3% | +6.5% | -30.7% | -25.5% |
| 1Y | -12.1% | +20.7% | -32.8% | -15.6% |
| 3Y | +91.1% | +229.5% | -138.4% | +45.8% |
| All | +91.1% | +231.6% | -140.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling