+149.1%
GDX vs DASH
-5.2%
+154.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.6% |
| 7D | -4.6% | -4.1% | -0.5% | -4.1% |
| 30D | -6.2% | -10.6% | +4.4% | -5.2% |
| 3M | -10.0% | -18.8% | +8.8% | -8.2% |
| 6M | -15.8% | +11.2% | -27.0% | -16.9% |
| YTD | -4.6% | -23.8% | +19.2% | -2.7% |
| 1Y | +4.0% | -12.2% | +16.2% | +4.6% |
| 3Y | +211.1% | +97.3% | +113.8% | +188.5% |
| 5Y | +152.3% | -29.8% | +182.1% | +132.1% |
| All | +149.1% | -5.2% | +154.2% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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