+8.7%
TSLA vs GFS
-11.4%
+20.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.6% |
| 6M | -12.4% | -44.5% | +32.1% | +10.9% |
| YTD | -13.2% | +19.2% | -32.5% | -29.2% |
| 1Y | -2.9% | +27.2% | -30.2% | -24.1% |
| 3Y | +74.4% | -20.1% | +94.6% | +67.4% |
| 5Y | +13.3% | -25.6% | +38.9% | +2.5% |
| All | +8.7% | -11.4% | +20.1% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling