-4.5%
DASH vs GDXJ
+136.8%
-141.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -0.5% |
| 7D | -4.8% | +16.4% | -21.2% | -8.3% |
| 30D | -7.9% | -1.2% | -6.7% | -7.9% |
| 3M | -16.3% | -3.9% | -12.4% | -16.1% |
| 6M | +10.4% | -10.2% | +20.5% | +11.4% |
| YTD | -20.1% | -0.6% | -19.5% | -22.8% |
| 1Y | -11.4% | +24.3% | -35.8% | -19.9% |
| 3Y | +114.1% | +257.4% | -143.3% | +34.4% |
| 5Y | -5.8% | +166.5% | -172.2% | -38.5% |
| All | -4.5% | +136.8% | -141.3% | -36.4% |
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