+2,681.1%
TSLA vs GS
+494.8%
+2,186.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | -10.4% | -3.2% | -7.2% | -8.3% |
| 30D | -5.2% | -2.4% | -2.8% | -3.5% |
| 3M | +12.1% | -15.7% | +27.8% | +25.4% |
| 6M | -10.2% | -6.8% | -3.4% | -6.5% |
| YTD | -20.3% | -0.1% | -20.3% | -21.7% |
| 1Y | -19.7% | +12.1% | -31.8% | -27.1% |
| 3Y | +63.4% | +185.8% | -122.4% | -16.6% |
| 5Y | -12.1% | +140.1% | -152.2% | -51.0% |
| All | +2,681.1% | +494.8% | +2,186.2% | +1,073.4% |
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