+211.7%
GDX vs ARM
+211.3%
+0.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.6% | +1.6% |
| 7D | +13.6% | -15.2% | +28.9% | +15.5% |
| 30D | +2.5% | -40.7% | +43.2% | +8.5% |
| 3M | +4.4% | -39.1% | +43.5% | +9.7% |
| 6M | -5.2% | -26.4% | +21.2% | -3.1% |
| YTD | +2.1% | +59.7% | -57.6% | -2.6% |
| 1Y | +24.7% | +10.3% | +14.4% | +22.1% |
| 3Y | +211.3% | +228.9% | -17.6% | +186.5% |
| All | +211.7% | +211.3% | +0.4% | +191.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling