+260.9%
GDX vs DASH
+152.1%
+108.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.5% |
| 7D | -0.4% | -10.6% | +10.2% | +1.2% |
| 30D | +18.6% | +2.2% | +16.5% | +18.2% |
| 3M | +14.9% | +32.3% | -17.4% | +10.1% |
| 6M | -6.3% | +19.1% | -25.4% | -9.1% |
| YTD | +15.7% | -6.5% | +22.2% | +15.6% |
| 1Y | +54.8% | -14.9% | +69.7% | +56.2% |
| All | +260.9% | +152.1% | +108.8% | +215.5% |
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