+18,358.2%
TSLA vs GM
+223.0%
+18,135.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.1% |
| 7D | +3.0% | -1.1% | +4.1% | +3.5% |
| 30D | +11.2% | -4.6% | +15.7% | +13.7% |
| 3M | -7.3% | +0.2% | -7.5% | -7.6% |
| 6M | -7.7% | +12.6% | -20.4% | -13.6% |
| YTD | -18.2% | +3.7% | -21.9% | -20.7% |
| 1Y | +6.0% | +45.6% | -39.6% | -14.5% |
| 3Y | +48.0% | +162.0% | -114.0% | -14.6% |
| 5Y | +46.2% | +80.5% | -34.3% | +1.0% |
| 10Y | +2,737.0% | +231.3% | +2,505.7% | +1,191.3% |
| All | +18,358.2% | +223.0% | +18,135.1% | +8,054.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling