+15.5%
TSLA vs GIS
-33.3%
+48.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.3% |
| 7D | +8.9% | -3.4% | +12.3% | +8.3% |
| 30D | +6.3% | +6.9% | -0.6% | +7.8% |
| 3M | +14.8% | -10.1% | +24.9% | +13.2% |
| 6M | -12.4% | +5.9% | -18.2% | -10.6% |
| YTD | -13.2% | -21.1% | +7.9% | -16.0% |
| 1Y | -2.9% | -22.5% | +19.6% | -6.3% |
| 3Y | +74.4% | -39.0% | +113.4% | +60.9% |
| All | +15.5% | -33.3% | +48.8% | +16.0% |
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