+205.8%
GDXJ vs TOST
-46.7%
+252.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.9% |
| 7D | +16.4% | +4.0% | +12.3% | +15.7% |
| 30D | -1.2% | +11.1% | -12.2% | -2.7% |
| 3M | -3.9% | +0.8% | -4.7% | -4.2% |
| 6M | -10.2% | +38.8% | -49.0% | -14.6% |
| YTD | -0.6% | -2.1% | +1.5% | -1.5% |
| 1Y | +24.3% | -6.0% | +30.4% | +24.0% |
| 3Y | +257.4% | +149.8% | +107.6% | +198.6% |
| 5Y | +166.5% | -42.8% | +209.2% | +136.5% |
| All | +205.8% | -46.7% | +252.5% | +174.8% |
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