+136.3%
GDXJ vs ARMK
+106.1%
+30.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | -7.4% | -1.8% | -5.7% | -7.0% |
| 3M | -11.9% | -10.9% | -1.0% | -8.7% |
| 6M | -19.3% | +21.2% | -40.5% | -24.7% |
| YTD | -8.1% | +47.0% | -55.2% | -19.1% |
| 1Y | +9.1% | +42.9% | -33.8% | -3.2% |
| 3Y | +236.2% | +95.0% | +141.2% | +162.0% |
| 5Y | +136.3% | +106.2% | +30.1% | +74.0% |
| All | +136.3% | +106.1% | +30.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling