+59.7%
GDXJ vs TOST
-20.0%
+79.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.2% | -3.4% | +3.6% | +0.3% |
| 30D | +17.9% | -2.4% | +20.3% | +18.0% |
| 3M | +15.3% | +34.6% | -19.3% | +13.8% |
| 6M | -9.4% | +15.2% | -24.6% | -9.8% |
| YTD | +13.4% | -4.4% | +17.8% | +13.6% |
| 1Y | +59.7% | -17.4% | +77.1% | +54.6% |
| All | +59.7% | -20.0% | +79.7% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling