+211.8%
GDXJ vs ARMK
+138.5%
+73.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | +4.6% | -5.9% | +10.6% | +5.4% |
| 3M | +31.3% | +6.7% | +24.6% | +30.1% |
| 6M | -10.7% | +42.5% | -53.2% | -14.6% |
| YTD | +9.1% | +55.1% | -46.1% | +3.3% |
| 1Y | +44.1% | +50.3% | -6.2% | +36.9% |
| 3Y | +285.4% | +122.2% | +163.2% | +249.8% |
| 5Y | +228.4% | +155.2% | +73.2% | +194.9% |
| All | +211.8% | +138.5% | +73.3% | +186.0% |
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