+204.7%
GDX vs ARM
+208.9%
-4.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.1% | +14.4% | +2.9% |
| 7D | +5.4% | -27.1% | +32.6% | +9.2% |
| 30D | -2.8% | -44.9% | +42.1% | +3.8% |
| 3M | +2.5% | -39.3% | +41.8% | +7.8% |
| 6M | -0.1% | -20.2% | +20.1% | +1.5% |
| YTD | 0.0% | +52.5% | -52.5% | -4.2% |
| 1Y | +22.2% | +4.1% | +18.1% | +20.4% |
| All | +204.7% | +208.9% | -4.1% | +181.1% |
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