+174.6%
ARM vs GDXJ
+231.8%
-57.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.6% |
| 7D | -15.2% | +13.4% | -28.7% | -20.0% |
| 30D | -40.7% | -1.3% | -39.4% | -40.5% |
| 3M | -39.1% | -1.5% | -37.6% | -39.1% |
| 6M | -26.4% | -12.2% | -14.2% | -23.6% |
| YTD | +59.7% | -5.3% | +65.1% | +58.3% |
| 1Y | +10.3% | +22.0% | -11.7% | -0.8% |
| 3Y | +228.9% | +224.9% | +3.9% | +86.0% |
| All | +174.6% | +231.8% | -57.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling