+2,664.3%
TSLA vs GWRE
+131.0%
+2,533.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +3.2% | -13.2% | +16.4% | +9.3% |
| 30D | +11.6% | -18.6% | +30.2% | +20.1% |
| 3M | -8.4% | +18.9% | -27.3% | -18.8% |
| 6M | -10.4% | -11.0% | +0.6% | -12.1% |
| YTD | -18.7% | -29.9% | +11.2% | -11.3% |
| 1Y | -0.9% | -44.3% | +43.4% | +21.4% |
| 3Y | +33.6% | +51.7% | -18.1% | -15.4% |
| 5Y | +48.9% | +15.4% | +33.5% | +7.5% |
| All | +2,664.3% | +131.0% | +2,533.3% | +1,336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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