+15.5%
TSLA vs GLD
+104.2%
-88.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +8.9% | -4.6% | +13.5% | +9.9% |
| 30D | +6.3% | -5.5% | +11.7% | +7.4% |
| 3M | +14.8% | -10.9% | +25.7% | +17.5% |
| 6M | -12.4% | -17.4% | +5.1% | -9.6% |
| YTD | -13.2% | -10.3% | -2.9% | -11.2% |
| 1Y | -2.9% | -7.2% | +4.2% | -0.8% |
| 3Y | +74.4% | +96.9% | -22.5% | +72.3% |
| All | +15.5% | +104.2% | -88.6% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling