+54.8%
GDX vs ARMK
+47.4%
+7.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | +18.6% | 0.0% | +18.6% | +18.4% |
| 3M | +14.9% | +6.7% | +8.2% | +12.6% |
| 6M | -6.3% | +38.8% | -45.1% | -15.7% |
| YTD | +15.7% | +55.2% | -39.5% | +6.1% |
| 1Y | +54.8% | +46.6% | +8.2% | +40.1% |
| All | +54.8% | +47.4% | +7.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling