+38.0%
TSLA vs GD
+68.4%
-30.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.2% | -5.3% |
| 7D | +1.5% | -5.3% | +6.8% | +3.5% |
| 30D | +10.1% | -6.4% | +16.5% | +12.8% |
| 3M | -15.4% | +5.7% | -21.1% | -18.0% |
| 6M | -12.8% | -0.9% | -11.8% | -12.8% |
| YTD | -21.3% | +8.2% | -29.4% | -24.9% |
| 1Y | +4.6% | +13.4% | -8.8% | -2.7% |
| All | +38.0% | +68.4% | -30.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling