+38.0%
TSLA vs GLDM
+128.8%
-90.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.7% |
| 7D | +1.5% | -0.5% | +2.1% | +1.7% |
| 30D | +10.1% | +4.4% | +5.7% | +9.1% |
| 3M | -15.4% | -1.1% | -14.3% | -15.4% |
| 6M | -12.8% | -13.7% | +0.9% | -11.6% |
| YTD | -21.3% | +2.8% | -24.0% | -21.6% |
| 1Y | +4.6% | +24.8% | -20.3% | +3.6% |
| All | +38.0% | +128.8% | -90.7% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling