+22,131.9%
TSLA vs GPC
+456.2%
+21,675.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.5% |
| 7D | +1.5% | +1.2% | +0.3% | +0.8% |
| 30D | +10.1% | +6.0% | +4.2% | +6.8% |
| 3M | -15.4% | +42.6% | -58.0% | -31.1% |
| 6M | -12.8% | +22.8% | -35.5% | -23.4% |
| YTD | -21.3% | +15.5% | -36.7% | -29.5% |
| 1Y | +4.6% | +2.0% | +2.5% | -0.2% |
| 3Y | +44.5% | -1.4% | +45.9% | +34.3% |
| 5Y | +44.8% | +30.6% | +14.2% | +14.8% |
| 10Y | +2,585.4% | +80.6% | +2,504.8% | +1,524.6% |
| All | +22,131.9% | +456.2% | +21,675.7% | +4,759.9% |
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