+2.5%
TSLA vs GFS
-2.1%
+4.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.0% |
| 7D | +3.0% | +4.5% | -1.5% | +0.9% |
| 30D | +11.2% | -8.2% | +19.4% | +15.3% |
| 3M | -7.3% | -38.9% | +31.6% | +15.0% |
| 6M | -7.7% | -2.9% | -4.9% | -12.0% |
| YTD | -18.2% | +31.8% | -50.0% | -35.7% |
| 1Y | +6.0% | +43.1% | -37.1% | -21.4% |
| 3Y | +48.0% | -20.6% | +68.7% | +44.7% |
| All | +2.5% | -2.1% | +4.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling