+2,883.7%
TSLA vs GD
+185.2%
+2,698.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.3% | +4.5% |
| 7D | -6.4% | -3.0% | -3.3% | -4.9% |
| 30D | -1.2% | +9.3% | -10.5% | -5.1% |
| 3M | +15.1% | -7.2% | +22.3% | +18.9% |
| 6M | -11.7% | +5.5% | -17.2% | -14.7% |
| YTD | -15.9% | +9.5% | -25.4% | -20.6% |
| 1Y | -12.0% | +6.4% | -18.4% | -15.7% |
| 3Y | +80.0% | +59.8% | +20.2% | +41.0% |
| 5Y | +10.8% | +98.0% | -87.2% | -21.8% |
| 10Y | +2,883.7% | +177.4% | +2,706.3% | +1,853.4% |
| All | +2,883.7% | +185.2% | +2,698.5% | +1,853.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling