+214.2%
ARM vs GDXJ
+206.8%
+7.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | +0.2% |
| 7D | +19.8% | -4.9% | +24.8% | +22.3% |
| 30D | -21.8% | -10.0% | -11.8% | -18.5% |
| 3M | -26.5% | -16.6% | -9.9% | -21.2% |
| 6M | -3.9% | -23.3% | +19.4% | +5.2% |
| YTD | +82.8% | -12.4% | +95.2% | +87.0% |
| 1Y | +34.3% | +0.5% | +33.8% | +30.2% |
| 3Y | +282.2% | +220.5% | +61.7% | +120.9% |
| All | +214.2% | +206.8% | +7.4% | +85.3% |
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