Look's good! We've maximized Sharpe ratio for your portfolio, you'll get the best performance with:

GE 39.56%
TSLA 60.44%

For example, you should buy 51 GE , and 7 TSLA stocks.

* Please note, stocks with unsufficient performance or high volatility have less weight or even zero-weight in portfolio optimization by Sharpe ratio.

Wonder how balanced portfolio beats average one?

If you had invested $1000 on 2020-12-01 you could have earned today

$540
vs
$617
54%
62%

1-year performance comparison table

Equalweight Portfolio Optimized Portfolio
Expected Return 62.17% 72.35%
Risks (Volatility) 73.78% 0.36%
Sharpe Ratio 0.52 133.89
1-Year Performance 54% 62%

Rebalance more or check out rebalancing history.