+2,973.5%
TSLA vs GS
+475.4%
+2,498.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -4.7% | +1.6% | -6.3% | -5.5% |
| 30D | -0.8% | +1.7% | -2.4% | -1.7% |
| 3M | +14.8% | -11.6% | +26.4% | +24.5% |
| 6M | -11.3% | -1.9% | -9.4% | -10.7% |
| YTD | -15.6% | +5.1% | -20.6% | -19.7% |
| 1Y | -14.7% | +16.4% | -31.1% | -24.6% |
| 3Y | +76.9% | +199.0% | -122.0% | -13.2% |
| 5Y | +6.7% | +157.4% | -150.7% | -43.5% |
| 10Y | +2,973.5% | +457.2% | +2,516.3% | +1,046.6% |
| All | +2,973.5% | +475.4% | +2,498.1% | +1,046.6% |
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