+15.5%
TSLA vs GFS
-25.2%
+40.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | +8.9% | +7.4% | +1.6% | +5.4% |
| 30D | +6.3% | -15.3% | +21.5% | +14.4% |
| 3M | +14.8% | -21.1% | +35.9% | +26.7% |
| 6M | -12.4% | -44.5% | +32.1% | +11.1% |
| YTD | -13.2% | +19.2% | -32.5% | -29.5% |
| 1Y | -2.9% | +27.2% | -30.2% | -24.4% |
| 3Y | +74.4% | -20.1% | +94.6% | +67.1% |
| All | +15.5% | -25.2% | +40.8% | +7.6% |
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