-5.2%
DASH vs GDXJ
+125.6%
-130.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -0.8% |
| 7D | +0.4% | +13.4% | -13.1% | -2.7% |
| 30D | -6.0% | -1.3% | -4.8% | -5.9% |
| 3M | -15.8% | -1.5% | -14.2% | -16.0% |
| 6M | +7.0% | -12.2% | +19.2% | +8.6% |
| YTD | -20.7% | -5.3% | -15.4% | -22.5% |
| 1Y | -8.5% | +22.0% | -30.5% | -16.9% |
| 3Y | +101.8% | +224.9% | -123.2% | +30.2% |
| 5Y | -9.6% | +160.6% | -170.2% | -40.4% |
| All | -5.2% | +125.6% | -130.8% | -36.1% |
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