+11.7%
DASH vs GRMN
+153.3%
-141.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -10.6% | -2.9% | -7.7% | -9.1% |
| 30D | +2.2% | -8.4% | +10.6% | +7.3% |
| 3M | +32.3% | +15.0% | +17.3% | +19.6% |
| 6M | +19.1% | +11.2% | +7.9% | +9.2% |
| YTD | -6.5% | +37.7% | -44.2% | -25.5% |
| 1Y | -14.9% | +18.5% | -33.4% | -26.1% |
| 3Y | +151.9% | +175.8% | -23.9% | -7.0% |
| 5Y | +9.4% | +75.1% | -65.7% | -41.6% |
| All | +11.7% | +153.3% | -141.5% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling