+5.8%
DASH vs GNRC
-12.8%
+18.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.9% |
| 7D | -11.2% | +4.8% | -16.0% | -12.8% |
| 30D | -7.3% | -10.4% | +3.1% | -4.1% |
| 3M | +31.4% | -28.5% | +59.9% | +45.2% |
| 6M | +11.9% | -6.8% | +18.6% | +9.1% |
| YTD | -11.5% | +39.5% | -51.0% | -28.9% |
| 1Y | -20.0% | +3.4% | -23.4% | -28.0% |
| 3Y | +143.9% | +65.1% | +78.8% | +66.5% |
| 5Y | -0.2% | -57.1% | +56.8% | +16.5% |
| All | +5.8% | -12.8% | +18.5% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling