+2,883.7%
TSLA vs GS
+502.4%
+2,381.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.9% | +2.4% |
| 7D | -6.4% | +0.8% | -7.2% | -6.7% |
| 30D | -1.2% | +1.2% | -2.4% | -1.8% |
| 3M | +15.1% | -12.4% | +27.5% | +25.6% |
| 6M | -11.7% | -2.3% | -9.4% | -10.9% |
| YTD | -15.9% | +4.6% | -20.5% | -19.8% |
| 1Y | -12.0% | +17.5% | -29.5% | -22.6% |
| 3Y | +80.0% | +202.0% | -122.0% | -11.8% |
| 5Y | +10.8% | +152.4% | -141.6% | -40.5% |
| 10Y | +2,883.7% | +478.5% | +2,405.1% | +1,060.8% |
| All | +2,883.7% | +502.4% | +2,381.3% | +1,060.8% |
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