+2,664.3%
TSLA vs GM
+240.0%
+2,424.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +3.2% | -2.4% | +5.6% | +4.4% |
| 30D | +11.6% | -1.1% | +12.7% | +12.1% |
| 3M | -8.4% | +6.1% | -14.6% | -11.5% |
| 6M | -10.4% | +15.0% | -25.4% | -17.1% |
| YTD | -18.7% | +6.0% | -24.7% | -22.2% |
| 1Y | -0.9% | +47.1% | -48.0% | -21.0% |
| 3Y | +33.6% | +170.5% | -136.9% | -25.5% |
| 5Y | +48.9% | +80.5% | -31.6% | +0.9% |
| All | +2,664.3% | +240.0% | +2,424.3% | +1,170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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