+2,518.5%
TSLA vs GS
+657.0%
+1,861.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +1.5% | +0.9% | +0.6% | +1.0% |
| 30D | +10.1% | -1.6% | +11.7% | +11.2% |
| 3M | -15.4% | -4.5% | -10.9% | -13.0% |
| 6M | -12.8% | +20.9% | -33.7% | -23.7% |
| YTD | -21.3% | +19.9% | -41.2% | -31.3% |
| 1Y | +4.6% | +41.4% | -36.8% | -18.7% |
| 3Y | +44.5% | +239.2% | -194.6% | -33.9% |
| 5Y | +44.8% | +185.0% | -140.2% | -27.8% |
| All | +2,518.5% | +657.0% | +1,861.5% | +773.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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