-13.3%
TSLA vs GLDM
+2.8%
-16.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.7% | -7.0% | -4.8% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | +1.7% | -1.9% | +3.6% | +2.5% |
| 3M | +17.7% | -0.4% | +18.1% | +18.0% |
| 6M | -1.9% | -10.1% | +8.2% | +2.2% |
| YTD | -14.3% | -5.8% | -8.5% | -18.9% |
| 1Y | -13.3% | +3.1% | -16.4% | -26.3% |
| All | -13.3% | +2.8% | -16.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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