+24,401.0%
TSLA vs GAP
+73.8%
+24,327.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +8.9% | -1.9% | +10.8% | +9.4% |
| 30D | +6.3% | -7.1% | +13.3% | +7.9% |
| 3M | +14.8% | +4.1% | +10.7% | +12.6% |
| 6M | -12.4% | +1.9% | -14.3% | -14.1% |
| YTD | -13.2% | -15.2% | +2.0% | -11.9% |
| 1Y | -2.9% | -10.6% | +7.7% | -3.0% |
| 3Y | +74.4% | +74.6% | -0.2% | +39.5% |
| 5Y | +13.3% | +3.7% | +9.6% | -3.7% |
| 10Y | +3,004.2% | +2.4% | +3,001.8% | +2,088.1% |
| All | +24,401.0% | +73.8% | +24,327.3% | +12,484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling