-17.2%
DASH vs GNRC
+17.5%
-34.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.5% | +17.9% | +8.0% |
| 7D | +17.2% | -6.0% | +23.1% | +16.8% |
| 30D | +3.6% | -12.0% | +15.6% | +3.2% |
| 3M | -1.9% | -13.4% | +11.5% | -2.1% |
| 6M | +15.1% | -26.4% | +41.4% | +13.8% |
| YTD | -12.3% | +38.8% | -51.1% | -15.3% |
| 1Y | -17.2% | +20.9% | -38.1% | -18.4% |
| All | -17.2% | +17.5% | -34.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling