+22,994.0%
TSLA vs GNRC
+1,788.0%
+21,206.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.6% |
| 7D | +3.0% | +3.2% | -0.1% | +1.8% |
| 30D | +11.2% | -9.5% | +20.7% | +14.9% |
| 3M | -7.3% | -28.5% | +21.3% | +4.1% |
| 6M | -7.7% | -10.0% | +2.2% | -6.0% |
| YTD | -18.2% | +36.7% | -55.0% | -29.7% |
| 1Y | +6.0% | +2.6% | +3.4% | +0.3% |
| 3Y | +48.0% | +61.9% | -13.9% | +14.2% |
| 5Y | +46.2% | -59.0% | +105.2% | +72.1% |
| 10Y | +2,737.0% | +444.8% | +2,292.2% | +1,356.6% |
| All | +22,994.0% | +1,788.0% | +21,206.0% | +7,746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling