+204.7%
GDX vs TOST
+99.4%
+105.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +5.4% | +11.6% | -6.2% | +4.1% |
| 30D | -2.8% | +16.2% | -19.0% | -4.6% |
| 3M | +2.5% | +1.0% | +1.4% | +2.1% |
| 6M | -0.1% | +23.2% | -23.3% | -3.1% |
| YTD | 0.0% | -1.0% | +1.0% | -0.5% |
| 1Y | +22.2% | -9.9% | +32.1% | +23.2% |
| All | +204.7% | +99.4% | +105.3% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling