-19.7%
TSLA vs GLD
+1.5%
-21.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -10.4% | +4.7% | -15.1% | -12.2% |
| 30D | -5.2% | -0.9% | -4.3% | -4.9% |
| 3M | +12.1% | -4.4% | +16.5% | +14.3% |
| 6M | -10.2% | -13.6% | +3.4% | -5.7% |
| YTD | -20.3% | -6.0% | -14.3% | -23.8% |
| 1Y | -19.7% | +1.8% | -21.4% | -28.6% |
| All | -19.7% | +1.5% | -21.1% | -28.6% |
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