+2,650.1%
TSLA vs GE
+151.9%
+2,498.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.4% | -2.8% | -0.6% | -2.4% |
| 30D | +9.2% | -11.9% | +21.2% | +14.3% |
| 3M | -4.7% | +1.8% | -6.6% | -6.0% |
| 6M | -8.9% | -0.6% | -8.3% | -9.9% |
| YTD | -19.2% | +5.5% | -24.7% | -22.3% |
| 1Y | +4.5% | +15.0% | -10.4% | -2.8% |
| 3Y | +46.3% | +269.5% | -223.2% | -11.2% |
| 5Y | +48.1% | +422.4% | -374.3% | -21.6% |
| All | +2,650.1% | +151.9% | +2,498.2% | +1,392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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