+103.2%
TSLA vs GEV
+735.9%
-632.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -1.0% |
| 7D | +3.2% | +1.6% | +1.6% | +2.5% |
| 30D | +11.6% | -7.9% | +19.5% | +15.2% |
| 3M | -8.4% | +5.6% | -14.1% | -12.1% |
| 6M | -10.4% | +13.1% | -23.5% | -17.8% |
| YTD | -18.7% | +46.7% | -65.5% | -34.6% |
| 1Y | -0.9% | +51.3% | -52.2% | -22.7% |
| All | +103.2% | +735.9% | -632.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 10y: compounded portfolio wealth divided by compounded GEV 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…
10y analysis · Full analysis span regression · 6 months rolling