+5.1%
TSLA vs GLXY
+7.0%
-1.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +1.3% |
| 7D | +3.0% | +4.5% | -1.5% | +2.1% |
| 30D | +11.2% | +28.8% | -17.7% | +5.6% |
| 3M | -7.3% | -23.0% | +15.8% | -4.0% |
| 6M | -7.7% | +17.0% | -24.7% | -12.3% |
| YTD | -18.2% | +12.5% | -30.7% | -23.6% |
| 1Y | +6.0% | -5.4% | +11.4% | +1.5% |
| All | +5.1% | +7.0% | -1.9% | -3.6% |
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