+32.9%
TSLA vs IAU
+122.5%
-89.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.7% |
| 7D | -3.4% | -3.4% | 0.0% | -2.6% |
| 30D | +9.2% | -1.1% | +10.3% | +9.6% |
| 3M | -4.7% | +5.8% | -10.6% | -5.7% |
| 6M | -8.9% | -16.9% | +8.0% | -7.0% |
| YTD | -19.2% | +0.1% | -19.3% | -19.1% |
| 1Y | +4.5% | +18.4% | -13.9% | +3.9% |
| All | +32.9% | +122.5% | -89.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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