+11.5%
TSLA vs GLXY
-38.8%
+50.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.8% |
| 7D | +8.9% | +5.3% | +3.7% | +7.6% |
| 30D | +6.3% | -19.8% | +26.1% | +9.4% |
| 3M | +14.8% | -31.4% | +46.1% | +21.1% |
| 6M | -12.4% | -53.3% | +41.0% | -2.2% |
| YTD | -13.2% | -35.7% | +22.5% | -11.2% |
| 1Y | -2.9% | -47.2% | +44.3% | +2.1% |
| All | +11.5% | -38.8% | +50.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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