-4.5%
DASH vs GRMN
+167.8%
-172.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.5% |
| 7D | -4.8% | +6.4% | -11.2% | -8.0% |
| 30D | -7.9% | +8.7% | -16.6% | -12.2% |
| 3M | -16.3% | -5.8% | -10.5% | -13.8% |
| 6M | +10.4% | +22.5% | -12.2% | -4.3% |
| YTD | -20.1% | +45.6% | -65.7% | -38.5% |
| 1Y | -11.4% | +47.5% | -58.9% | -32.5% |
| 3Y | +114.1% | +166.2% | -52.2% | -15.1% |
| 5Y | -5.8% | +124.1% | -129.8% | -58.4% |
| All | -4.5% | +167.8% | -172.3% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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