+194.2%
GDX vs TOST
-40.0%
+234.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +15.6% | +4.0% | +11.5% | +15.1% |
| 30D | +2.4% | +11.1% | -8.6% | +1.2% |
| 3M | +1.7% | +0.8% | +0.9% | +1.5% |
| 6M | -3.3% | +38.8% | -42.1% | -7.1% |
| YTD | +6.6% | -2.1% | +8.7% | +5.9% |
| 1Y | +27.0% | -6.0% | +33.0% | +26.7% |
| 3Y | +243.4% | +149.8% | +93.6% | +198.1% |
| 5Y | +194.2% | -42.8% | +237.0% | +164.5% |
| All | +194.2% | -40.0% | +234.2% | +164.5% |
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