-2.9%
TSLA vs GS
+12.2%
-15.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +8.9% | +5.9% | +3.1% | +5.5% |
| 30D | +6.3% | +4.3% | +2.0% | +4.2% |
| 3M | +14.8% | -11.7% | +26.4% | +22.2% |
| 6M | -12.4% | -3.2% | -9.2% | -10.4% |
| YTD | -13.2% | +5.8% | -19.0% | -14.7% |
| 1Y | -2.9% | +16.0% | -19.0% | -6.5% |
| All | -2.9% | +12.2% | -15.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling