+6.3%
TSLA vs GLW
+134.2%
-127.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.6% | -3.6% | +2.3% |
| 7D | +3.4% | +14.0% | -10.6% | +0.3% |
| 30D | +12.0% | +0.4% | +11.7% | +11.4% |
| 3M | -10.0% | -11.3% | +1.4% | -9.1% |
| 6M | -7.2% | +35.1% | -42.3% | -14.0% |
| YTD | -18.1% | +90.5% | -108.7% | -30.6% |
| 1Y | +6.3% | +132.0% | -125.7% | -15.5% |
| All | +6.3% | +134.2% | -127.9% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling