+3,125.8%
TSLA vs GPC
+74.9%
+3,051.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +8.9% | +0.4% | +8.5% | +8.7% |
| 30D | +6.3% | -6.3% | +12.6% | +9.0% |
| 3M | +14.8% | -8.2% | +22.9% | +18.4% |
| 6M | -12.4% | +27.1% | -39.5% | -23.3% |
| YTD | -13.2% | +3.1% | -16.4% | -17.5% |
| 1Y | -2.9% | +0.1% | -3.0% | -6.6% |
| 3Y | +74.4% | +0.2% | +74.2% | +60.0% |
| 5Y | +13.3% | +4.9% | +8.4% | +2.4% |
| All | +3,125.8% | +74.9% | +3,051.0% | +2,097.7% |
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