+4.6%
TSLA vs GM
+52.7%
-48.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.0% |
| 30D | +10.1% | -1.6% | +11.7% | +10.6% |
| 3M | -15.4% | +5.7% | -21.1% | -17.0% |
| 6M | -12.8% | +12.2% | -24.9% | -16.2% |
| YTD | -21.3% | +8.4% | -29.7% | -24.2% |
| 1Y | +4.6% | +52.3% | -47.7% | -2.2% |
| All | +4.6% | +52.7% | -48.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling