+6.1%
TSLA vs GPC
-0.3%
+6.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +12.0% | -0.4% | +12.4% | +11.9% |
| 3M | -10.0% | +39.2% | -49.2% | -14.2% |
| 6M | -7.2% | +18.2% | -25.4% | -10.0% |
| YTD | -18.1% | +12.1% | -30.2% | -19.3% |
| All | +6.1% | -0.3% | +6.4% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling