+1,614.2%
TSLA vs GLDM
+212.7%
+1,401.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +1.5% | -2.0% | +3.4% | +2.0% |
| 30D | +3.4% | -4.4% | +7.8% | +4.6% |
| 3M | +17.4% | -8.8% | +26.3% | +20.3% |
| 6M | -12.2% | -15.9% | +3.7% | -8.4% |
| YTD | -13.1% | -7.7% | -5.4% | -11.7% |
| 1Y | -11.1% | -3.6% | -7.5% | -10.5% |
| 3Y | +82.1% | +105.2% | -23.2% | +50.1% |
| 5Y | +10.3% | +112.8% | -102.5% | -11.9% |
| All | +1,614.2% | +212.7% | +1,401.5% | +1,293.3% |
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 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