-12.2%
GDXJ vs TOST
+20.6%
-32.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.9% |
| 7D | +13.4% | +9.4% | +4.0% | +12.8% |
| 30D | -1.3% | +13.5% | -14.8% | -2.1% |
| 3M | -1.5% | -0.1% | -1.4% | -2.5% |
| 6M | -12.2% | +22.5% | -34.7% | -13.0% |
| All | -12.2% | +20.6% | -32.8% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling