+5.8%
DASH vs GDXJ
+167.1%
-161.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -5.1% |
| 7D | -11.2% | +4.3% | -15.5% | -12.1% |
| 30D | -7.3% | +8.4% | -15.7% | -9.4% |
| 3M | +31.4% | +25.5% | +5.9% | +23.4% |
| 6M | +11.9% | -6.3% | +18.2% | +11.7% |
| YTD | -11.5% | +12.1% | -23.6% | -16.7% |
| 1Y | -20.0% | +51.1% | -71.1% | -31.4% |
| 3Y | +143.9% | +296.1% | -152.1% | +49.9% |
| 5Y | -0.2% | +228.1% | -228.3% | -37.1% |
| All | +5.8% | +167.1% | -161.3% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling