+2,883.7%
TSLA vs GPC
+93.7%
+2,789.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.6% |
| 7D | -6.4% | +0.8% | -7.2% | -6.7% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | +15.1% | -6.6% | +21.7% | +17.8% |
| 6M | -11.7% | +22.2% | -34.0% | -21.3% |
| YTD | -15.9% | +5.1% | -21.0% | -20.7% |
| 1Y | -12.0% | +2.8% | -14.8% | -16.3% |
| 3Y | +80.0% | +2.4% | +77.7% | +63.8% |
| 5Y | +10.8% | +7.8% | +3.0% | -0.9% |
| 10Y | +2,883.7% | +87.2% | +2,796.4% | +1,918.1% |
| All | +2,883.7% | +93.7% | +2,789.9% | +1,918.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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