+2.4%
TSLA vs GLXY
-41.9%
+44.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +3.2% |
| 7D | -10.4% | -14.6% | +4.2% | -8.1% |
| 30D | -5.2% | -36.2% | +31.0% | +2.1% |
| 3M | +12.1% | -30.1% | +42.2% | +18.0% |
| 6M | -10.2% | -56.1% | +45.9% | +1.5% |
| YTD | -20.3% | -38.9% | +18.6% | -17.5% |
| 1Y | -19.7% | -55.0% | +35.4% | -12.5% |
| All | +2.4% | -41.9% | +44.2% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling