+296.1%
GDXJ vs ARMK
+125.3%
+170.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | +8.4% | +3.1% | +5.3% | +7.2% |
| 3M | +25.5% | +9.2% | +16.3% | +21.9% |
| 6M | -6.3% | +43.7% | -50.0% | -16.7% |
| YTD | +12.1% | +57.4% | -45.3% | -2.3% |
| 1Y | +51.1% | +51.9% | -0.8% | +32.3% |
| 3Y | +296.1% | +125.4% | +170.7% | +201.3% |
| All | +296.1% | +125.3% | +170.8% | +201.3% |
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