+48.1%
TSLA vs GIS
-25.0%
+73.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -1.7% |
| 7D | -3.4% | -8.4% | +5.0% | -4.8% |
| 30D | +9.2% | -5.2% | +14.4% | +8.3% |
| 3M | -4.7% | +8.2% | -12.9% | -2.9% |
| 6M | -8.9% | -12.0% | +3.1% | -10.6% |
| YTD | -19.2% | -18.9% | -0.3% | -21.7% |
| 1Y | +4.5% | -23.6% | +28.2% | +0.2% |
| 3Y | +46.3% | -37.6% | +83.9% | +34.8% |
| 5Y | +48.1% | -25.2% | +73.3% | +47.7% |
| All | +48.1% | -25.0% | +73.1% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling