+46.2%
TSLA vs GH
+24.4%
+21.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +11.2% | -2.6% | +13.8% | +11.7% |
| 3M | -7.3% | +25.1% | -32.4% | -13.6% |
| 6M | -7.7% | +78.5% | -86.2% | -23.1% |
| YTD | -18.2% | +59.4% | -77.6% | -30.1% |
| 1Y | +6.0% | +173.9% | -167.8% | -24.8% |
| 3Y | +48.0% | +382.7% | -334.7% | -19.8% |
| 5Y | +46.2% | +24.4% | +21.8% | +8.4% |
| All | +46.2% | +24.4% | +21.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling