-7.0%
DASH vs GRMN
+122.2%
-129.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | +4.7% | -4.4% | -2.0% |
| 30D | -6.0% | +3.4% | -9.5% | -7.8% |
| 3M | -15.8% | -5.0% | -10.7% | -13.7% |
| 6M | +7.0% | +18.6% | -11.6% | -5.0% |
| YTD | -20.7% | +42.5% | -63.2% | -37.7% |
| 1Y | -8.5% | +42.3% | -50.9% | -28.3% |
| 3Y | +101.8% | +158.5% | -56.7% | -19.7% |
| All | -7.0% | +122.2% | -129.2% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling