+4.6%
TSLA vs GPN
+8.1%
-3.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +10.1% | +5.8% | +4.3% | +8.9% |
| 3M | -15.4% | +37.0% | -52.4% | -21.1% |
| 6M | -12.8% | +20.1% | -32.9% | -17.0% |
| YTD | -21.3% | +20.4% | -41.7% | -24.1% |
| 1Y | +4.6% | +7.4% | -2.8% | +4.9% |
| All | +4.6% | +8.1% | -3.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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