+11.7%
DASH vs GDXJ
+170.2%
-158.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +32.3% | +15.3% | +17.0% | +26.6% |
| 6M | +19.1% | -9.4% | +28.6% | +19.9% |
| YTD | -6.5% | +13.4% | -19.9% | -12.2% |
| 1Y | -14.9% | +59.7% | -74.5% | -28.1% |
| 3Y | +151.9% | +283.6% | -131.6% | +56.6% |
| 5Y | +9.4% | +217.6% | -208.2% | -30.9% |
| All | +11.7% | +170.2% | -158.5% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling