-15.6%
TSLA vs GD
+97.4%
-113.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.4% | -9.7% |
| 7D | -14.8% | -3.9% | -10.9% | -13.1% |
| 30D | -9.7% | +8.1% | -17.8% | -12.8% |
| 3M | +6.9% | -6.8% | +13.7% | +10.3% |
| 6M | -11.7% | +3.0% | -14.7% | -13.9% |
| YTD | -23.6% | +7.8% | -31.3% | -27.6% |
| 1Y | -25.6% | +5.8% | -31.4% | -28.8% |
| 3Y | +56.3% | +55.3% | +0.9% | +20.2% |
| 5Y | -15.6% | +96.7% | -112.3% | -38.4% |
| All | -15.6% | +97.4% | -113.0% | -38.4% |
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 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