-7.0%
DASH vs GM
+53.0%
-60.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.7% |
| 7D | +0.4% | -1.4% | +1.8% | +1.4% |
| 30D | -6.0% | +6.4% | -12.4% | -8.9% |
| 3M | -15.8% | -0.7% | -15.1% | -15.6% |
| 6M | +7.0% | +9.9% | -3.0% | +1.1% |
| YTD | -20.7% | +6.7% | -27.3% | -24.6% |
| 1Y | -8.5% | +26.2% | -34.8% | -20.9% |
| 3Y | +101.8% | +205.0% | -103.2% | -14.3% |
| All | -7.0% | +53.0% | -60.0% | -45.6% |
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