-13.6%
TSLA vs GLD
-2.8%
-10.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +1.5% |
| 7D | -4.7% | +2.8% | -7.5% | -5.9% |
| 30D | -0.8% | -4.0% | +3.2% | +0.8% |
| 3M | +14.8% | -8.2% | +23.0% | +18.8% |
| 6M | -11.3% | -14.8% | +3.5% | -6.7% |
| YTD | -15.6% | -6.8% | -8.8% | -18.0% |
| All | -13.6% | -2.8% | -10.8% | -19.0% |
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