+236.3%
GDXJ vs ARMK
+146.8%
+89.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +8.8% | +2.4% | +6.5% | +7.8% |
| 3M | +29.8% | +6.1% | +23.8% | +27.3% |
| 6M | -5.8% | +41.8% | -47.6% | -15.8% |
| YTD | +13.6% | +55.5% | -41.9% | -1.1% |
| 1Y | +54.5% | +49.6% | +4.9% | +35.5% |
| 3Y | +301.4% | +122.8% | +178.6% | +204.3% |
| 5Y | +236.3% | +151.0% | +85.3% | +147.6% |
| All | +236.3% | +146.8% | +89.5% | +147.6% |
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