+310.1%
GDX vs ARMK
+131.1%
+179.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +3.9% |
| 7D | +15.6% | +0.9% | +14.6% | +15.4% |
| 30D | +2.4% | -0.4% | +2.8% | +2.5% |
| 3M | +1.7% | -2.0% | +3.7% | +1.9% |
| 6M | -3.3% | +22.0% | -25.3% | -5.5% |
| YTD | +6.6% | +49.6% | -43.0% | +2.2% |
| 1Y | +27.0% | +46.4% | -19.4% | +21.9% |
| 3Y | +243.4% | +103.2% | +140.2% | +218.6% |
| 5Y | +194.2% | +108.1% | +86.1% | +171.1% |
| 10Y | +310.1% | +129.4% | +180.7% | +251.7% |
| All | +310.1% | +131.1% | +179.0% | +251.7% |
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