+22,131.9%
TSLA vs GD
+752.1%
+21,379.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.2% | -5.0% |
| 7D | +1.5% | -5.3% | +6.8% | +4.3% |
| 30D | +10.1% | -6.4% | +16.5% | +13.7% |
| 3M | -15.4% | +5.7% | -21.1% | -18.4% |
| 6M | -12.8% | -0.9% | -11.8% | -13.3% |
| YTD | -21.3% | +8.2% | -29.4% | -25.5% |
| 1Y | +4.6% | +13.4% | -8.8% | -3.6% |
| 3Y | +44.5% | +68.5% | -24.0% | +7.2% |
| 5Y | +44.8% | +97.2% | -52.3% | -1.5% |
| 10Y | +2,585.4% | +190.2% | +2,395.2% | +1,283.1% |
| All | +22,131.9% | +752.1% | +21,379.8% | +5,662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling