+22,994.0%
TSLA vs GFI
+462.1%
+22,531.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.0% | +4.7% | -1.7% | +2.6% |
| 30D | +11.2% | +14.4% | -3.3% | +9.8% |
| 3M | -7.3% | +32.5% | -39.8% | -9.8% |
| 6M | -7.7% | -7.2% | -0.6% | -7.6% |
| YTD | -18.2% | +10.9% | -29.1% | -19.7% |
| 1Y | +6.0% | +35.5% | -29.5% | +2.1% |
| 3Y | +48.0% | +312.1% | -264.1% | +27.1% |
| 5Y | +46.2% | +524.6% | -478.4% | +17.5% |
| 10Y | +2,737.0% | +1,092.7% | +1,644.3% | +2,051.4% |
| All | +22,994.0% | +462.1% | +22,531.9% | +20,521.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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