+249.0%
GDXJ vs TOST
-48.0%
+297.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.2% | -3.4% | +3.6% | +0.7% |
| 30D | +17.9% | -2.4% | +20.3% | +18.2% |
| 3M | +15.3% | +34.6% | -19.3% | +10.4% |
| 6M | -9.4% | +15.2% | -24.6% | -11.9% |
| YTD | +13.4% | -4.4% | +17.8% | +13.0% |
| 1Y | +59.7% | -17.4% | +77.1% | +61.9% |
| 3Y | +283.6% | +54.5% | +229.1% | +241.5% |
| All | +249.0% | -48.0% | +297.0% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling