-29.3%
DASH vs GM
+40.9%
-70.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 3M | -20.7% | -0.2% | -20.4% | -20.7% |
| 6M | +15.1% | +13.9% | +1.1% | +6.9% |
| YTD | -24.3% | +6.5% | -30.7% | -27.9% |
| 1Y | -12.1% | +20.7% | -32.8% | -22.0% |
| 3Y | +91.1% | +229.5% | -138.4% | -22.7% |
| All | -29.3% | +40.9% | -70.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling