+103.8%
DASH vs GWRE
+73.3%
+30.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.5% |
| 7D | -2.8% | -3.5% | +0.7% | -1.7% |
| 30D | -9.3% | -7.1% | -2.2% | -7.6% |
| 3M | -15.1% | -10.1% | -5.0% | -13.8% |
| 6M | +8.7% | +12.3% | -3.6% | +1.4% |
| YTD | -21.3% | -22.7% | +1.4% | -19.3% |
| 1Y | -12.7% | -28.6% | +15.9% | -8.5% |
| 3Y | +103.8% | +70.7% | +33.1% | +74.3% |
| All | +103.8% | +73.3% | +30.5% | +74.3% |
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