-17.2%
DASH vs GDXJ
+19.5%
-36.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.6% | -1.3% | +6.6% |
| 7D | +17.2% | -0.2% | +17.3% | +16.9% |
| 30D | +3.6% | -7.6% | +11.2% | +4.5% |
| 3M | -1.9% | +2.3% | -4.1% | -2.6% |
| 6M | +15.1% | -7.8% | +22.9% | +14.5% |
| YTD | -12.3% | -8.4% | -3.9% | -13.5% |
| 1Y | -17.2% | +21.8% | -39.0% | -20.5% |
| All | -17.2% | +19.5% | -36.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling