+311.3%
ARM vs GDXJ
+292.7%
+18.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +11.4% | +4.3% | +7.1% | +9.4% |
| 30D | -7.4% | +8.4% | -15.9% | -10.9% |
| 3M | -24.5% | +25.5% | -50.0% | -31.7% |
| 6M | +128.7% | -6.3% | +135.0% | +128.3% |
| YTD | +139.3% | +12.1% | +127.2% | +121.3% |
| 1Y | +88.0% | +51.1% | +36.9% | +54.0% |
| All | +311.3% | +292.7% | +18.6% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling