+33.6%
TSLA vs GNRC
+61.6%
-28.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +11.6% | -15.7% | +27.3% | +18.6% |
| 3M | -8.4% | -27.3% | +18.9% | +2.4% |
| 6M | -10.4% | -12.1% | +1.7% | -7.6% |
| YTD | -18.7% | +37.1% | -55.9% | -31.2% |
| 1Y | -0.9% | -0.5% | -0.5% | -4.9% |
| 3Y | +33.6% | +61.5% | -27.9% | -5.7% |
| All | +33.6% | +61.6% | -28.0% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling