+245.0%
GDXJ vs TOST
-49.0%
+294.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.9% |
| 7D | +4.3% | -0.9% | +5.2% | +4.4% |
| 30D | +8.4% | -3.5% | +11.9% | +8.9% |
| 3M | +25.5% | +38.1% | -12.6% | +19.7% |
| 6M | -6.3% | +9.9% | -16.2% | -8.2% |
| YTD | +12.1% | -6.3% | +18.3% | +12.0% |
| 1Y | +51.1% | -18.3% | +69.4% | +53.4% |
| 3Y | +296.1% | +59.7% | +236.3% | +251.1% |
| All | +245.0% | -49.0% | +294.0% | +212.3% |
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