+212.7%
GDX vs ARMK
+96.6%
+116.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +2.7% | -9.5% | -7.4% |
| 30D | -2.1% | -1.5% | -0.6% | -1.8% |
| 3M | -7.5% | -11.6% | +4.0% | -4.7% |
| 6M | -15.2% | +6.7% | -21.9% | -16.9% |
| YTD | -4.8% | +47.4% | -52.2% | -14.0% |
| 1Y | +6.7% | +41.5% | -34.8% | -2.8% |
| 3Y | +212.7% | +95.5% | +117.2% | +158.2% |
| All | +212.7% | +96.6% | +116.1% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling