+187.6%
GDX vs TOST
-48.6%
+236.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.8% |
| 7D | -4.6% | -4.7% | +0.1% | -4.0% |
| 30D | -6.2% | +8.5% | -14.7% | -7.0% |
| 3M | -10.0% | -1.6% | -8.4% | -10.0% |
| 6M | -15.8% | +44.1% | -59.9% | -19.3% |
| YTD | -4.6% | -5.6% | +1.0% | -4.8% |
| 1Y | +4.0% | -12.6% | +16.6% | +4.7% |
| 3Y | +211.1% | +137.6% | +73.5% | +172.6% |
| 5Y | +152.3% | -30.4% | +182.6% | +128.9% |
| All | +187.6% | -48.6% | +236.2% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling