+193.0%
ARM vs GDXJ
+248.1%
-55.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +4.6% |
| 7D | -5.3% | +16.4% | -21.7% | -11.5% |
| 30D | -30.0% | -1.2% | -28.8% | -29.7% |
| 3M | -34.1% | -3.9% | -30.2% | -33.3% |
| 6M | -12.6% | -10.2% | -2.5% | -10.2% |
| YTD | +70.4% | -0.6% | +71.1% | +65.7% |
| 1Y | +22.3% | +24.3% | -2.1% | +9.0% |
| 3Y | +261.2% | +257.4% | +3.8% | +98.8% |
| All | +193.0% | +248.1% | -55.2% | +64.1% |
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