+1,976.9%
TSLA vs GH
+446.7%
+1,530.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +8.9% | +0.6% | +8.4% | +8.8% |
| 30D | +6.3% | -6.9% | +13.2% | +8.5% |
| 3M | +14.8% | -4.9% | +19.7% | +15.8% |
| 6M | -12.4% | +54.1% | -66.4% | -23.4% |
| YTD | -13.2% | +48.5% | -61.8% | -24.5% |
| 1Y | -2.9% | +61.2% | -64.1% | -17.6% |
| 3Y | +74.4% | +570.3% | -495.9% | -12.9% |
| 5Y | +13.3% | +46.1% | -32.9% | -19.9% |
| All | +1,976.9% | +446.7% | +1,530.2% | +1,049.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling