+295.3%
GDXJ vs ARMK
+327.8%
-32.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.8% | -4.7% |
| 7D | -4.9% | +7.1% | -12.1% | -5.6% |
| 30D | -10.0% | -1.6% | -8.3% | -9.8% |
| 3M | -16.6% | -10.5% | -6.1% | -15.7% |
| 6M | -23.3% | +11.8% | -35.1% | -24.2% |
| YTD | -12.4% | +47.3% | -59.7% | -15.5% |
| 1Y | +0.5% | +41.5% | -41.0% | -2.8% |
| 3Y | +220.5% | +95.3% | +125.2% | +201.5% |
| 5Y | +124.7% | +108.1% | +16.6% | +109.8% |
| 10Y | +240.2% | +132.0% | +108.2% | +206.9% |
| All | +295.3% | +327.8% | -32.5% | +285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling