+22,391.8%
TSLA vs GPC
+394.6%
+21,997.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.9% |
| 7D | -10.4% | +1.6% | -12.0% | -11.1% |
| 30D | -5.2% | -2.1% | -3.1% | -4.6% |
| 3M | +12.1% | -6.8% | +18.9% | +15.3% |
| 6M | -10.2% | +18.6% | -28.8% | -20.2% |
| YTD | -20.3% | +2.7% | -23.0% | -24.8% |
| 1Y | -19.7% | +1.8% | -21.4% | -24.1% |
| 3Y | +63.4% | +1.1% | +62.3% | +47.1% |
| 5Y | -12.1% | +4.1% | -16.1% | -21.7% |
| 10Y | +2,719.7% | +88.2% | +2,631.5% | +1,505.4% |
| All | +22,391.8% | +394.6% | +21,997.2% | +5,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling