+48.2%
TSLA vs GEHC
+1.8%
+46.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +5.4% |
| 7D | +3.4% | -5.2% | +8.6% | +6.0% |
| 30D | +12.0% | -7.0% | +19.0% | +16.0% |
| 3M | -10.0% | +3.3% | -13.3% | -12.8% |
| 6M | -7.2% | -10.0% | +2.8% | -3.7% |
| YTD | -18.1% | -18.5% | +0.3% | -10.4% |
| 1Y | +6.3% | -14.4% | +20.7% | +12.0% |
| 3Y | +48.2% | +3.4% | +44.7% | +35.2% |
| All | +48.2% | +1.8% | +46.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling