+101.8%
DASH vs GM
+198.3%
-96.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +1.0% |
| 30D | -6.0% | +6.4% | -12.4% | -7.2% |
| 3M | -15.8% | -0.7% | -15.1% | -15.6% |
| 6M | +7.0% | +9.9% | -3.0% | +4.8% |
| YTD | -20.7% | +6.7% | -27.3% | -22.0% |
| 1Y | -8.5% | +26.2% | -34.8% | -13.1% |
| 3Y | +101.8% | +205.0% | -103.2% | +51.7% |
| All | +101.8% | +198.3% | -96.5% | +51.7% |
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