+4.5%
TSLA vs GFS
+42.7%
-38.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | +3.2% | -6.6% | -4.1% |
| 30D | +9.2% | -9.6% | +18.8% | +11.5% |
| 3M | -4.7% | -38.5% | +33.8% | +5.1% |
| 6M | -8.9% | -1.3% | -7.6% | -6.1% |
| YTD | -19.2% | +31.8% | -51.0% | -20.9% |
| 1Y | +4.5% | +44.6% | -40.0% | +1.1% |
| All | +4.5% | +42.7% | -38.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling