+15.5%
TSLA vs GD
+99.6%
-84.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +8.9% | +2.7% | +6.3% | +7.6% |
| 30D | +6.3% | +8.6% | -2.3% | +2.3% |
| 3M | +14.8% | -7.1% | +21.8% | +18.7% |
| 6M | -12.4% | +7.5% | -19.8% | -16.3% |
| YTD | -13.2% | +9.9% | -23.1% | -18.6% |
| 1Y | -2.9% | +7.6% | -10.5% | -7.9% |
| 3Y | +74.4% | +56.2% | +18.2% | +33.4% |
| All | +15.5% | +99.6% | -84.0% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling