-13.3%
TSLA vs GNRC
+17.5%
-30.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.5% | +6.2% | -0.9% |
| 7D | -4.7% | -6.0% | +1.3% | -3.3% |
| 30D | +1.7% | -12.0% | +13.7% | +4.8% |
| 3M | +17.7% | -13.4% | +31.1% | +21.3% |
| 6M | -1.9% | -26.4% | +24.5% | +5.8% |
| YTD | -14.3% | +38.8% | -53.2% | -18.0% |
| 1Y | -13.3% | +20.9% | -34.2% | -15.9% |
| All | -13.3% | +17.5% | -30.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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