+1,565.7%
TSLA vs GLDM
+216.5%
+1,349.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | -4.7% | +2.9% | -7.6% | -5.5% |
| 30D | -0.8% | -3.9% | +3.1% | +0.2% |
| 3M | +14.8% | -8.1% | +22.9% | +17.4% |
| 6M | -11.3% | -14.7% | +3.4% | -7.8% |
| YTD | -15.6% | -6.6% | -9.0% | -14.5% |
| 1Y | -14.7% | -2.1% | -12.6% | -14.5% |
| 3Y | +76.9% | +107.7% | -30.8% | +45.4% |
| 5Y | +6.7% | +116.5% | -109.8% | -15.3% |
| All | +1,565.7% | +216.5% | +1,349.2% | +1,249.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling