+14.7%
GDX vs DASH
-14.1%
+28.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.1% |
| 7D | +11.5% | -2.8% | +14.2% | +11.9% |
| 30D | -3.1% | -9.3% | +6.2% | -1.5% |
| 3M | -4.4% | -15.1% | +10.6% | -1.9% |
| 6M | -8.6% | +8.7% | -17.3% | -10.3% |
| YTD | +0.8% | -21.3% | +22.1% | +3.0% |
| 1Y | +14.7% | -12.7% | +27.3% | +17.3% |
| All | +14.7% | -14.1% | +28.8% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling