+7.4%
DASH vs GNRC
-58.7%
+66.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.5% |
| 7D | -10.6% | +1.9% | -12.5% | -11.2% |
| 30D | +2.2% | -13.8% | +16.0% | +7.3% |
| 3M | +32.3% | -32.6% | +64.9% | +49.5% |
| 6M | +19.1% | -15.2% | +34.3% | +20.4% |
| YTD | -6.5% | +37.4% | -43.9% | -24.9% |
| 1Y | -14.9% | +5.1% | -20.0% | -24.3% |
| 3Y | +151.9% | +57.5% | +94.4% | +72.8% |
| All | +7.4% | -58.7% | +66.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling