+63.4%
TSLA vs GGLL
+154.9%
-91.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | -10.4% | +3.1% | -13.5% | -11.4% |
| 30D | -5.2% | -36.3% | +31.1% | +9.8% |
| 3M | +12.1% | -40.4% | +52.5% | +32.1% |
| 6M | -10.2% | -54.6% | +44.5% | +15.6% |
| YTD | -20.3% | -31.1% | +10.8% | -16.0% |
| 1Y | -19.7% | -19.2% | -0.5% | -21.7% |
| 3Y | +63.4% | +151.5% | -88.2% | -0.2% |
| All | +63.4% | +154.9% | -91.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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