+2,681.1%
TSLA vs GD
+190.6%
+2,490.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.9% | +4.5% |
| 7D | -10.4% | -5.0% | -5.4% | -8.2% |
| 30D | -5.2% | +8.9% | -14.1% | -8.8% |
| 3M | +12.1% | -8.0% | +20.2% | +16.2% |
| 6M | -10.2% | +2.9% | -13.1% | -12.2% |
| YTD | -20.3% | +7.1% | -27.4% | -24.0% |
| 1Y | -19.7% | +5.9% | -25.6% | -22.9% |
| 3Y | +63.4% | +53.9% | +9.5% | +30.6% |
| 5Y | -12.1% | +95.4% | -107.5% | -37.2% |
| All | +2,681.1% | +190.6% | +2,490.5% | +1,892.7% |
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