+199.4%
GDX vs TOST
-47.7%
+247.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.1% |
| 30D | -3.8% | +8.9% | -12.6% | -4.6% |
| 3M | -5.4% | -2.2% | -3.2% | -5.3% |
| 6M | -12.7% | +41.0% | -53.7% | -16.2% |
| YTD | -0.7% | -4.0% | +3.3% | -1.1% |
| 1Y | +11.9% | -9.6% | +21.5% | +12.2% |
| 3Y | +223.9% | +141.7% | +82.2% | +183.3% |
| 5Y | +163.2% | -29.5% | +192.7% | +138.3% |
| All | +199.4% | -47.7% | +247.2% | +175.4% |
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