The <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> index was originally created to measure the ability of the processes to produce products meeting specifications but, more recently, Rao and team proposed the use of the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> index to control processes. In reality, they investigated the performance of the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> chart with the GMDS (Generalized Multiple Dependent State Sampling) supplementary signaling rule. With the GMDS supplementary run rule, the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> chart signals when a point falls in the action region or when a point falls in the warning region after a sequence of <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$m$ </tex-math></inline-formula> points, with less than <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$k$ </tex-math></inline-formula> , in the central region. The points on the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> chart are the estimated values of the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> index obtained with the mean and the variance of the samples. Rao and team obtained the <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ARLs</i> of the GMDS <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> chart by simulation; reminding the <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ARL</i> is the average number of samples the chart requires to signal a change in the process. This present work uses the Markov chain approach to obtain the <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">ARLs</i> , once this approach leads to exact results. The main conclusion is that the GMDS <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\bar {X}$ </tex-math></inline-formula> chart is not only simpler to use than the GMDS <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$C_{pk}$ </tex-math></inline-formula> chart, but it is also more sensitive to process changes.