+1,784.5%
TSLA vs GH
+481.7%
+1,302.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.2% | -6.0% |
| 7D | +1.5% | -0.1% | +1.6% | +1.4% |
| 30D | +10.1% | -1.1% | +11.2% | +10.1% |
| 3M | -15.4% | +21.3% | -36.7% | -20.4% |
| 6M | -12.8% | +73.5% | -86.3% | -26.5% |
| YTD | -21.3% | +58.0% | -79.3% | -32.4% |
| 1Y | +4.6% | +163.1% | -158.5% | -24.3% |
| 3Y | +44.5% | +361.0% | -316.5% | -19.0% |
| 5Y | +44.8% | +22.5% | +22.3% | +7.0% |
| All | +1,784.5% | +481.7% | +1,302.9% | +928.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling