+228.9%
GDX vs DASH
+8.6%
+220.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.6% |
| 7D | -0.4% | -10.6% | +10.2% | +1.0% |
| 30D | +18.6% | +2.2% | +16.5% | +18.3% |
| 3M | +14.9% | +32.3% | -17.4% | +10.8% |
| 6M | -6.3% | +19.1% | -25.4% | -8.7% |
| YTD | +15.7% | -6.5% | +22.2% | +15.8% |
| 1Y | +54.8% | -14.9% | +69.7% | +56.0% |
| 3Y | +253.4% | +151.9% | +101.5% | +210.8% |
| All | +228.9% | +8.6% | +220.3% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling