-15.1%
TSLA vs GD
+6.6%
-21.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.3% | +5.2% |
| 7D | -6.4% | -3.0% | -3.3% | -6.1% |
| 30D | -1.2% | +9.3% | -10.5% | -1.9% |
| 3M | +15.1% | -7.2% | +22.3% | +16.2% |
| 6M | -11.7% | +5.5% | -17.2% | -13.1% |
| YTD | -15.9% | +9.5% | -25.4% | -18.5% |
| All | -15.1% | +6.6% | -21.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling