+2,664.3%
TSLA vs GIS
-19.5%
+2,683.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.2% | -6.4% | +9.6% | +3.5% |
| 30D | +11.6% | -6.1% | +17.7% | +11.8% |
| 3M | -8.4% | +7.8% | -16.3% | -8.8% |
| 6M | -10.4% | -8.8% | -1.6% | -10.0% |
| YTD | -18.7% | -19.1% | +0.4% | -17.9% |
| 1Y | -0.9% | -24.8% | +23.8% | +0.5% |
| 3Y | +33.6% | -37.6% | +71.1% | +36.0% |
| 5Y | +48.9% | -25.4% | +74.3% | +43.4% |
| All | +2,664.3% | -19.5% | +2,683.8% | +2,654.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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