+2,737.0%
TSLA vs GLW
+858.9%
+1,878.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.8% |
| 7D | +3.0% | +16.9% | -13.9% | -4.5% |
| 30D | +11.2% | +7.0% | +4.2% | +6.4% |
| 3M | -7.3% | -3.0% | -4.3% | -11.0% |
| 6M | -7.7% | +31.0% | -38.7% | -27.9% |
| YTD | -18.2% | +93.4% | -111.6% | -51.1% |
| 1Y | +6.0% | +134.7% | -128.7% | -44.3% |
| 3Y | +48.0% | +471.8% | -423.8% | -55.2% |
| 5Y | +46.2% | +394.5% | -348.3% | -52.1% |
| 10Y | +2,737.0% | +867.9% | +1,869.1% | +513.9% |
| All | +2,737.0% | +858.9% | +1,878.1% | +513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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