+74.4%
TSLA vs GEHC
+20.0%
+54.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -2.5% |
| 7D | +8.9% | +0.8% | +8.2% | +8.5% |
| 30D | +6.3% | +21.3% | -15.0% | -3.0% |
| 3M | +14.8% | +12.6% | +2.2% | +8.3% |
| 6M | -12.4% | +34.3% | -46.7% | -25.4% |
| YTD | -13.2% | +1.4% | -14.7% | -14.5% |
| 1Y | -2.9% | +12.5% | -15.4% | -11.1% |
| 3Y | +74.4% | +19.2% | +55.2% | +65.9% |
| All | +74.4% | +20.0% | +54.5% | +65.9% |
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 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