+114.1%
DASH vs GNRC
+79.8%
+34.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -0.3% |
| 7D | -4.8% | -6.6% | +1.8% | -4.1% |
| 30D | -7.9% | -16.1% | +8.2% | -5.9% |
| 3M | -16.3% | -11.1% | -5.3% | -15.4% |
| 6M | +10.4% | -29.9% | +40.3% | +14.9% |
| YTD | -20.1% | +38.4% | -58.5% | -30.9% |
| 1Y | -11.4% | +21.5% | -33.0% | -20.9% |
| 3Y | +114.1% | +83.5% | +30.5% | +53.4% |
| All | +114.1% | +79.8% | +34.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling