+231.2%
GDXJ vs ARMK
+131.4%
+99.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.1% | +2.7% | -10.8% | -8.4% |
| 30D | -5.5% | -1.5% | -4.0% | -5.3% |
| 3M | -14.6% | -11.6% | -3.0% | -13.3% |
| 6M | -23.2% | +6.7% | -30.0% | -23.9% |
| YTD | -13.0% | +47.4% | -60.4% | -16.9% |
| 1Y | +2.8% | +41.5% | -38.7% | -1.5% |
| 3Y | +221.5% | +95.5% | +125.9% | +196.4% |
| 5Y | +123.4% | +108.4% | +15.0% | +103.7% |
| All | +231.2% | +131.4% | +99.8% | +200.7% |
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