+166.6%
GDX vs DASH
-1.3%
+167.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +13.6% | +0.4% | +13.3% | +13.5% |
| 30D | +2.5% | -6.0% | +8.6% | +3.1% |
| 3M | +4.4% | -15.8% | +20.1% | +6.1% |
| 6M | -5.2% | +7.0% | -12.2% | -6.3% |
| YTD | +2.1% | -20.7% | +22.8% | +3.7% |
| 1Y | +24.7% | -8.5% | +33.2% | +24.8% |
| 3Y | +211.3% | +101.8% | +109.5% | +187.8% |
| 5Y | +186.7% | -9.6% | +196.2% | +161.6% |
| All | +166.6% | -1.3% | +167.9% | +138.7% |
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