-14.7%
TSLA vs GS
+16.6%
-31.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -4.7% | +1.6% | -6.3% | -5.3% |
| 30D | -0.8% | +1.7% | -2.4% | -1.4% |
| 3M | +14.8% | -11.6% | +26.4% | +22.2% |
| 6M | -11.3% | -1.9% | -9.4% | -9.8% |
| YTD | -15.6% | +5.1% | -20.6% | -17.5% |
| 1Y | -14.7% | +16.4% | -31.1% | -22.7% |
| All | -14.7% | +16.6% | -31.3% | -22.7% |
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