-4.5%
DASH vs GNRC
-13.4%
+8.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -1.6% |
| 7D | -4.8% | -6.6% | +1.8% | -3.1% |
| 30D | -7.9% | -16.1% | +8.2% | -3.0% |
| 3M | -16.3% | -11.1% | -5.3% | -14.6% |
| 6M | +10.4% | -29.9% | +40.3% | +19.9% |
| YTD | -20.1% | +38.4% | -58.5% | -36.7% |
| 1Y | -11.4% | +21.5% | -33.0% | -26.6% |
| 3Y | +114.1% | +83.5% | +30.5% | +37.0% |
| 5Y | -5.8% | -57.1% | +51.3% | +9.2% |
| All | -4.5% | -13.4% | +8.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling