+47.4%
GDX vs ARMK
+50.1%
-2.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +4.0% | +1.7% | +2.3% | +3.5% |
| 30D | +9.5% | +3.1% | +6.4% | +8.4% |
| 3M | +25.1% | +9.2% | +15.9% | +21.8% |
| 6M | -2.9% | +43.7% | -46.6% | -13.7% |
| YTD | +14.7% | +57.4% | -42.6% | +4.2% |
| 1Y | +47.4% | +51.9% | -4.4% | +31.2% |
| All | +47.4% | +50.1% | -2.6% | +31.2% |
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