+7.4%
DASH vs GDXJ
+222.2%
-214.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.0% |
| 7D | -10.6% | +0.2% | -10.7% | -10.6% |
| 30D | +2.2% | +17.9% | -15.7% | -2.5% |
| 3M | +32.3% | +15.3% | +17.0% | +26.2% |
| 6M | +19.1% | -9.4% | +28.6% | +20.0% |
| YTD | -6.5% | +13.4% | -19.9% | -12.8% |
| 1Y | -14.9% | +59.7% | -74.5% | -29.4% |
| 3Y | +151.9% | +283.6% | -131.6% | +46.5% |
| All | +7.4% | +222.2% | -214.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling