+376.2%
GE vs DASH
-12.0%
+388.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -2.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +1.7% | -7.1% | +8.8% | +3.0% |
| 3M | -17.3% | -13.2% | -4.1% | -15.3% |
| 6M | +10.1% | +8.3% | +1.8% | +7.4% |
| YTD | +2.6% | -20.6% | +23.2% | +5.8% |
| 1Y | +3.7% | -24.4% | +28.1% | +7.3% |
| 3Y | +268.3% | +94.5% | +173.8% | +216.1% |
| 5Y | +376.2% | -9.4% | +385.6% | +294.2% |
| All | +376.2% | -12.0% | +388.1% | +294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling