+253.2%
GDX vs ARM
+349.4%
-96.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.6% |
| 7D | -0.4% | +5.5% | -5.8% | -1.0% |
| 30D | +18.6% | -8.2% | +26.8% | +19.6% |
| 3M | +14.9% | -35.9% | +50.8% | +19.5% |
| 6M | -6.3% | +103.1% | -109.4% | -13.0% |
| YTD | +15.7% | +130.6% | -114.9% | +6.4% |
| 1Y | +54.8% | +86.1% | -31.2% | +44.4% |
| All | +253.2% | +349.4% | -96.2% | +218.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling