+22,131.9%
TSLA vs GSK
+225.0%
+21,906.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.1% |
| 7D | +1.5% | -1.8% | +3.4% | +2.3% |
| 30D | +10.1% | -2.2% | +12.3% | +11.1% |
| 3M | -15.4% | -1.8% | -13.6% | -15.2% |
| 6M | -12.8% | -10.6% | -2.2% | -9.3% |
| YTD | -21.3% | +4.4% | -25.7% | -24.3% |
| 1Y | +4.6% | +30.4% | -25.8% | -9.7% |
| 3Y | +44.5% | +60.1% | -15.6% | +5.6% |
| 5Y | +44.8% | +46.8% | -2.0% | +7.6% |
| 10Y | +2,585.4% | +79.2% | +2,506.2% | +1,619.1% |
| All | +22,131.9% | +225.0% | +21,906.9% | +7,668.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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