+29.8%
TSLA vs GTLB
-47.1%
+76.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.2% |
| 7D | +1.5% | +11.1% | -9.5% | -1.5% |
| 30D | +10.1% | +37.8% | -27.7% | +0.4% |
| 3M | -15.4% | +61.6% | -77.0% | -26.5% |
| 6M | -12.8% | +98.9% | -111.7% | -29.8% |
| YTD | -21.3% | +32.8% | -54.0% | -29.6% |
| 1Y | +4.6% | +14.7% | -10.1% | -3.8% |
| 3Y | +44.5% | +1.3% | +43.2% | +31.3% |
| All | +29.8% | -47.1% | +76.9% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling