+48.1%
TSLA vs GM
+84.5%
-36.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | +9.2% | -3.4% | +12.7% | +11.3% |
| 3M | -4.7% | +8.7% | -13.4% | -9.7% |
| 6M | -8.9% | +15.4% | -24.4% | -17.1% |
| YTD | -19.2% | +6.6% | -25.8% | -23.6% |
| 1Y | +4.5% | +51.5% | -47.0% | -21.8% |
| 3Y | +46.3% | +169.3% | -123.0% | -30.8% |
| 5Y | +48.1% | +81.6% | -33.4% | -10.6% |
| All | +48.1% | +84.5% | -36.4% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling