+224.9%
GDXJ vs TOST
+96.7%
+128.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | +13.4% | +9.4% | +4.0% | +12.0% |
| 30D | -1.3% | +13.5% | -14.8% | -3.1% |
| 3M | -1.5% | -0.1% | -1.4% | -1.8% |
| 6M | -12.2% | +22.5% | -34.7% | -15.4% |
| YTD | -5.3% | -2.4% | -2.9% | -5.8% |
| 1Y | +22.0% | -4.7% | +26.7% | +21.8% |
| 3Y | +224.9% | +103.2% | +121.7% | +151.9% |
| All | +224.9% | +96.7% | +128.3% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling