+104.5%
TSLA vs GEV
+730.5%
-626.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.8% |
| 7D | +3.0% | +3.2% | -0.1% | +1.7% |
| 30D | +11.2% | -4.0% | +15.2% | +12.7% |
| 3M | -7.3% | +3.4% | -10.7% | -10.1% |
| 6M | -7.7% | +14.7% | -22.4% | -15.9% |
| YTD | -18.2% | +45.8% | -64.0% | -34.0% |
| 1Y | +6.0% | +57.4% | -51.4% | -19.1% |
| All | +104.5% | +730.5% | -626.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling