+1,471.1%
TSLA vs GLDM
+219.1%
+1,252.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | -10.4% | +4.7% | -15.1% | -11.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.0% |
| 3M | +12.1% | -4.3% | +16.4% | +13.5% |
| 6M | -10.2% | -13.4% | +3.2% | -7.0% |
| YTD | -20.3% | -5.8% | -14.5% | -19.5% |
| 1Y | -19.7% | +2.1% | -21.7% | -20.2% |
| 3Y | +63.4% | +105.0% | -41.7% | +34.7% |
| 5Y | -12.1% | +122.5% | -134.6% | -30.9% |
| All | +1,471.1% | +219.1% | +1,252.1% | +1,170.3% |
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