+485.5%
GE vs DASH
-1.3%
+486.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | +6.5% | -6.0% | +12.5% | +7.4% |
| 3M | -13.6% | -15.8% | +2.2% | -11.4% |
| 6M | +6.0% | +7.0% | -1.0% | +4.1% |
| YTD | +5.4% | -20.7% | +26.1% | +8.0% |
| 1Y | +6.5% | -8.5% | +15.0% | +6.4% |
| 3Y | +268.6% | +101.8% | +166.8% | +226.5% |
| 5Y | +389.0% | -9.6% | +398.6% | +324.5% |
| All | +485.5% | -1.3% | +486.8% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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