+34.0%
TSLA vs GTLB
-50.1%
+84.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +3.2% | -5.7% | +8.9% | +4.7% |
| 30D | +11.6% | +15.1% | -3.6% | +6.9% |
| 3M | -8.4% | +65.5% | -73.9% | -21.1% |
| 6M | -10.4% | +102.9% | -113.3% | -28.4% |
| YTD | -18.7% | +25.2% | -43.9% | -26.2% |
| 1Y | -0.9% | -5.5% | +4.6% | -3.7% |
| 3Y | +33.6% | -10.9% | +44.5% | +25.5% |
| All | +34.0% | -50.1% | +84.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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