+3,185.6%
TSLA vs GPC
+74.2%
+3,111.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +15.6% | -1.3% | +16.9% | +16.3% |
| 30D | +5.9% | -6.0% | +11.9% | +8.4% |
| 3M | +21.4% | -7.6% | +29.0% | +24.8% |
| 6M | -8.3% | +24.2% | -32.5% | -19.0% |
| YTD | -11.6% | +2.7% | -14.3% | -15.9% |
| 1Y | -7.7% | +0.2% | -7.9% | -11.3% |
| 3Y | +85.2% | -0.8% | +85.9% | +70.7% |
| 5Y | +15.4% | +4.4% | +10.9% | +4.4% |
| All | +3,185.6% | +74.2% | +3,111.4% | +2,142.3% |
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