+56.7%
TSLA vs GLDM
+105.8%
-49.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -11.0% |
| 7D | -14.8% | +1.9% | -16.7% | -15.3% |
| 30D | -9.7% | -1.7% | -8.0% | -9.3% |
| 3M | +6.9% | -3.5% | +10.4% | +8.0% |
| 6M | -11.7% | -10.1% | -1.7% | -9.5% |
| YTD | -23.6% | -5.0% | -18.5% | -22.6% |
| 1Y | -25.6% | +2.8% | -28.4% | -25.2% |
| All | +56.7% | +105.8% | -49.1% | +31.0% |
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