+5.8%
TSLA vs GEHC
-17.0%
+22.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +3.0% | -7.6% | +10.7% | +4.4% |
| 30D | +11.2% | -10.7% | +21.8% | +13.3% |
| 3M | -7.3% | -1.2% | -6.1% | -6.8% |
| 6M | -7.7% | -13.7% | +6.0% | -3.1% |
| YTD | -18.2% | -20.4% | +2.2% | -12.0% |
| All | +5.8% | -17.0% | +22.8% | +7.9% |
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