+207.8%
GDX vs TOST
-46.9%
+254.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +13.6% | +9.4% | +4.2% | +12.5% |
| 30D | +2.5% | +13.5% | -11.0% | +1.1% |
| 3M | +4.4% | -0.1% | +4.5% | +4.2% |
| 6M | -5.2% | +22.5% | -27.7% | -7.8% |
| YTD | +2.1% | -2.4% | +4.5% | +1.5% |
| 1Y | +24.7% | -4.7% | +29.4% | +24.3% |
| 3Y | +211.3% | +103.2% | +108.1% | +176.8% |
| 5Y | +186.7% | -41.2% | +227.9% | +159.5% |
| All | +207.8% | -46.9% | +254.7% | +182.6% |
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