+153.0%
DASH vs GM
+171.1%
-18.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.8% |
| 7D | -10.6% | +1.9% | -12.5% | -11.0% |
| 30D | +2.2% | -1.4% | +3.5% | +2.4% |
| 3M | +32.3% | +5.9% | +26.4% | +30.3% |
| 6M | +19.1% | +12.4% | +6.7% | +15.4% |
| YTD | -6.5% | +8.6% | -15.1% | -8.8% |
| 1Y | -14.9% | +52.6% | -67.5% | -23.8% |
| All | +153.0% | +171.1% | -18.1% | +71.3% |
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