+6.3%
TSLA vs GLD
+19.8%
-13.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +3.4% | +0.7% | +2.6% | +3.1% |
| 30D | +12.0% | +0.3% | +11.7% | +12.0% |
| 3M | -10.0% | +0.6% | -10.6% | -10.2% |
| 6M | -7.2% | -15.6% | +8.4% | -4.1% |
| YTD | -18.1% | +0.9% | -19.0% | -20.5% |
| 1Y | +6.3% | +19.4% | -13.1% | -6.8% |
| All | +6.3% | +19.8% | -13.5% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling