+40.9%
TSLA vs GLW
+343.3%
-302.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.7% | -11.6% | -8.4% |
| 7D | +1.5% | +3.8% | -2.2% | -0.3% |
| 30D | +10.1% | -1.3% | +11.5% | +9.4% |
| 3M | -15.4% | -21.8% | +6.4% | -10.0% |
| 6M | -12.8% | +6.9% | -19.7% | -24.7% |
| YTD | -21.3% | +77.2% | -98.4% | -52.7% |
| 1Y | +4.6% | +123.2% | -118.7% | -47.9% |
| 3Y | +44.5% | +400.0% | -355.5% | -61.2% |
| All | +40.9% | +343.3% | -302.3% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling