+3,185.6%
TSLA vs GLD
+205.6%
+2,980.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.4% |
| 7D | +15.6% | -5.5% | +21.1% | +17.2% |
| 30D | +5.9% | -7.0% | +12.9% | +7.8% |
| 3M | +21.4% | -12.4% | +33.7% | +25.4% |
| 6M | -8.3% | -18.0% | +9.7% | -4.0% |
| YTD | -11.6% | -10.5% | -1.2% | -9.6% |
| 1Y | -7.7% | -8.1% | +0.4% | -6.1% |
| 3Y | +85.2% | +97.7% | -12.5% | +57.4% |
| 5Y | +15.4% | +103.4% | -88.1% | -4.3% |
| All | +3,185.6% | +205.6% | +2,980.0% | +2,763.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling