+143.9%
DASH vs GWRE
+66.3%
+77.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.8% | +2.5% | -2.9% |
| 7D | -11.2% | -25.6% | +14.4% | -3.3% |
| 30D | -7.3% | -12.2% | +4.9% | -4.5% |
| 3M | +31.4% | +17.7% | +13.7% | +21.8% |
| 6M | +11.9% | -11.3% | +23.2% | +12.5% |
| YTD | -11.5% | -25.5% | +14.0% | -7.0% |
| 1Y | -20.0% | -42.8% | +22.8% | -9.1% |
| 3Y | +143.9% | +59.0% | +84.9% | +77.6% |
| All | +143.9% | +66.3% | +77.6% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling