+15.4%
TSLA vs GAP
+3.6%
+11.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +15.6% | -5.2% | +20.8% | +17.1% |
| 30D | +5.9% | -6.9% | +12.8% | +7.6% |
| 3M | +21.4% | +5.7% | +15.6% | +18.4% |
| 6M | -8.3% | +0.9% | -9.2% | -10.2% |
| YTD | -11.6% | -14.5% | +2.9% | -10.4% |
| 1Y | -7.7% | -12.1% | +4.4% | -7.4% |
| 3Y | +85.2% | +72.2% | +13.0% | +42.4% |
| 5Y | +15.4% | +4.5% | +10.8% | -16.9% |
| All | +15.4% | +3.6% | +11.8% | -16.9% |
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