+4.1%
DASH vs GWRE
+15.5%
-11.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | +1.1% |
| 7D | -12.8% | -26.2% | +13.4% | +1.3% |
| 30D | -6.0% | -17.8% | +11.7% | +2.1% |
| 3M | +26.7% | +14.2% | +12.5% | +11.2% |
| 6M | +11.7% | -12.9% | +24.6% | +12.5% |
| YTD | -12.9% | -29.2% | +16.3% | -1.1% |
| 1Y | -23.1% | -44.4% | +21.3% | +2.1% |
| 3Y | +140.0% | +51.1% | +89.0% | +23.8% |
| 5Y | -5.1% | +16.5% | -21.6% | -38.4% |
| All | +4.1% | +15.5% | -11.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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