+33.6%
TSLA vs GWRE
+50.1%
-16.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.2% | -13.2% | +16.4% | +5.8% |
| 30D | +11.6% | -18.6% | +30.2% | +15.6% |
| 3M | -8.4% | +18.9% | -27.3% | -12.4% |
| 6M | -10.4% | -11.0% | +0.6% | -9.7% |
| YTD | -18.7% | -29.9% | +11.2% | -13.0% |
| 1Y | -0.9% | -44.3% | +43.4% | +13.2% |
| 3Y | +33.6% | +51.7% | -18.1% | +0.1% |
| All | +33.6% | +50.1% | -16.5% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling