+46.5%
TSLA vs GAP
+9.4%
+37.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.4% | +1.7% | +1.7% | +2.9% |
| 30D | +12.0% | +9.3% | +2.7% | +8.9% |
| 3M | -10.0% | +6.1% | -16.1% | -12.0% |
| 6M | -7.2% | -2.3% | -4.9% | -8.1% |
| YTD | -18.1% | -10.6% | -7.5% | -17.5% |
| 1Y | +6.3% | -4.4% | +10.7% | +4.5% |
| 3Y | +48.2% | +118.3% | -70.2% | +6.6% |
| 5Y | +46.5% | +12.2% | +34.3% | +5.9% |
| All | +46.5% | +9.4% | +37.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling