+74.4%
TSLA vs GS
+202.3%
-127.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +8.9% | +5.9% | +3.1% | +4.1% |
| 30D | +6.3% | +4.3% | +2.0% | +2.9% |
| 3M | +14.8% | -11.7% | +26.4% | +26.6% |
| 6M | -12.4% | -3.2% | -9.2% | -11.4% |
| YTD | -13.2% | +5.8% | -19.0% | -20.4% |
| 1Y | -2.9% | +16.0% | -19.0% | -18.8% |
| 3Y | +74.4% | +199.8% | -125.3% | -23.3% |
| All | +74.4% | +202.3% | -127.9% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling