+150.7%
GDX vs TOST
-27.7%
+178.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.6% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -2.1% | +16.2% | -18.3% | -3.8% |
| 3M | -7.5% | -1.5% | -6.0% | -7.5% |
| 6M | -15.2% | +55.3% | -70.5% | -19.6% |
| YTD | -4.8% | -2.3% | -2.5% | -5.4% |
| 1Y | +6.7% | -5.5% | +12.3% | +6.4% |
| 3Y | +212.7% | +151.1% | +61.6% | +169.3% |
| All | +150.7% | -27.7% | +178.5% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling