+145.9%
GLD vs TOST
-48.0%
+193.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | -3.4% | +2.9% | -0.5% |
| 30D | +4.4% | -2.4% | +6.8% | +4.4% |
| 3M | -1.1% | +34.6% | -35.7% | -1.4% |
| 6M | -13.8% | +15.2% | -29.0% | -14.0% |
| YTD | +2.6% | -4.4% | +7.0% | +2.7% |
| 1Y | +24.5% | -17.4% | +41.9% | +24.8% |
| 3Y | +125.8% | +54.5% | +71.4% | +122.3% |
| All | +145.9% | -48.0% | +193.9% | +144.9% |
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 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