+161.0%
GDX vs DASH
-1.1%
+162.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.4% | +10.8% | +2.4% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -2.8% | -7.1% | +4.3% | -2.2% |
| 3M | +2.5% | -13.2% | +15.7% | +3.8% |
| 6M | -0.1% | +8.3% | -8.4% | -1.3% |
| YTD | 0.0% | -20.6% | +20.5% | +1.5% |
| 1Y | +22.2% | -24.4% | +46.6% | +24.3% |
| 3Y | +201.4% | +94.5% | +106.9% | +179.5% |
| 5Y | +180.6% | -9.4% | +190.1% | +156.0% |
| All | +161.0% | -1.1% | +162.1% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling