+169.5%
GDXJ vs TOST
-48.6%
+218.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | -4.9% | -4.7% | -0.3% | -4.3% |
| 30D | -10.0% | +8.5% | -18.5% | -11.0% |
| 3M | -16.6% | -1.6% | -15.0% | -16.6% |
| 6M | -23.3% | +44.1% | -67.4% | -27.5% |
| YTD | -12.4% | -5.6% | -6.8% | -12.7% |
| 1Y | +0.5% | -12.6% | +13.0% | +1.3% |
| 3Y | +220.5% | +137.6% | +82.9% | +169.8% |
| 5Y | +124.7% | -30.4% | +155.1% | +99.2% |
| All | +169.5% | -48.6% | +218.1% | +143.5% |
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 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