+24.5%
GLD vs TOST
-20.0%
+44.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -3.4% | +2.9% | -0.6% |
| 30D | +4.4% | -2.4% | +6.8% | +4.4% |
| 3M | -1.1% | +34.6% | -35.7% | 0.0% |
| 6M | -13.8% | +15.2% | -29.0% | -13.2% |
| YTD | +2.6% | -4.4% | +7.0% | +3.1% |
| 1Y | +24.5% | -17.4% | +41.9% | +22.5% |
| All | +24.5% | -20.0% | +44.6% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling