+40.8%
TSLA vs GLW
+423.6%
-382.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.7% | -11.6% | -7.9% |
| 7D | +1.5% | +3.8% | -2.2% | +0.1% |
| 30D | +10.1% | -1.3% | +11.5% | +9.6% |
| 3M | -15.4% | -21.8% | +6.4% | -10.7% |
| 6M | -12.8% | +6.9% | -19.7% | -22.0% |
| YTD | -21.3% | +77.2% | -98.4% | -48.8% |
| 1Y | +4.6% | +123.2% | -118.7% | -43.3% |
| All | +40.8% | +423.6% | -382.8% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling