+225.4%
GDX vs ARM
+232.1%
-6.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +3.6% |
| 7D | +15.6% | -5.3% | +20.9% | +16.0% |
| 30D | +2.4% | -30.0% | +32.5% | +6.5% |
| 3M | +1.7% | -34.1% | +35.8% | +6.0% |
| 6M | -3.3% | -12.6% | +9.3% | -2.8% |
| YTD | +6.6% | +70.4% | -63.8% | +0.9% |
| 1Y | +27.0% | +22.3% | +4.7% | +23.1% |
| 3Y | +243.4% | +261.2% | -17.8% | +213.4% |
| All | +225.4% | +232.1% | -6.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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