+289.0%
GDX vs ARMK
+136.6%
+152.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +4.0% | +1.7% | +2.3% | +3.8% |
| 30D | +9.5% | +3.1% | +6.4% | +9.0% |
| 3M | +25.1% | +9.2% | +15.9% | +23.8% |
| 6M | -2.9% | +43.7% | -46.6% | -6.7% |
| YTD | +14.7% | +57.4% | -42.6% | +9.3% |
| 1Y | +47.4% | +51.9% | -4.4% | +40.8% |
| 3Y | +259.7% | +125.4% | +134.3% | +230.1% |
| 5Y | +227.7% | +149.1% | +78.6% | +198.1% |
| 10Y | +289.0% | +135.4% | +153.5% | +259.1% |
| All | +289.0% | +136.6% | +152.3% | +259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling