-16.8%
DASH vs GWRE
+22.8%
-39.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.2% |
| 7D | -2.8% | -3.5% | +0.7% | -0.8% |
| 30D | -9.3% | -7.1% | -2.2% | -6.3% |
| 3M | -15.1% | -10.1% | -5.0% | -13.6% |
| 6M | +8.7% | +12.3% | -3.6% | -6.4% |
| YTD | -21.3% | -22.7% | +1.4% | -16.1% |
| 1Y | -12.7% | -28.6% | +15.9% | -2.1% |
| 3Y | +103.8% | +70.7% | +33.1% | -8.2% |
| 5Y | -16.8% | +24.4% | -41.2% | -39.4% |
| All | -16.8% | +22.8% | -39.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling