+4.6%
TSLA vs GEHC
-4.8%
+9.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.7% |
| 7D | +1.5% | -4.0% | +5.5% | +2.3% |
| 30D | +10.1% | -2.0% | +12.1% | +10.6% |
| 3M | -15.4% | +8.0% | -23.4% | -16.6% |
| 6M | -12.8% | -12.8% | 0.0% | -8.0% |
| YTD | -21.3% | -15.9% | -5.3% | -16.3% |
| 1Y | +4.6% | -6.9% | +11.5% | +5.3% |
| All | +4.6% | -4.8% | +9.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling