+2,664.3%
TSLA vs GPN
+28.5%
+2,635.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.2% | -4.3% | +7.5% | +5.5% |
| 30D | +11.6% | 0.0% | +11.6% | +11.2% |
| 3M | -8.4% | +35.8% | -44.3% | -23.8% |
| 6M | -10.4% | +22.0% | -32.4% | -21.7% |
| YTD | -18.7% | +15.2% | -33.9% | -27.8% |
| 1Y | -0.9% | +3.5% | -4.4% | -7.3% |
| 3Y | +33.6% | -26.9% | +60.5% | +48.7% |
| 5Y | +48.9% | -44.2% | +93.1% | +85.8% |
| All | +2,664.3% | +28.5% | +2,635.8% | +2,091.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling