-12.4%
TSLA vs GEHC
+34.7%
-47.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -1.7% |
| 7D | +8.9% | +0.8% | +8.2% | +9.0% |
| 30D | +6.3% | +21.3% | -15.0% | +8.6% |
| 3M | +14.8% | +12.6% | +2.2% | +16.1% |
| 6M | -12.4% | +34.3% | -46.7% | -8.7% |
| All | -12.4% | +34.7% | -47.1% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling