+204.7%
GDX vs DASH
+94.5%
+110.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.8% | +3.0% |
| 7D | +5.4% | +0.5% | +4.9% | +5.2% |
| 30D | -2.8% | -7.1% | +4.3% | -1.8% |
| 3M | +2.5% | -13.2% | +15.7% | +4.6% |
| 6M | -0.1% | +8.3% | -8.4% | -2.0% |
| YTD | 0.0% | -20.6% | +20.5% | +2.5% |
| 1Y | +22.2% | -24.4% | +46.6% | +25.7% |
| All | +204.7% | +94.5% | +110.2% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling