+48.2%
TSLA vs GRMN
+182.7%
-134.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +12.0% | -11.3% | +23.4% | +18.0% |
| 3M | -10.0% | +17.7% | -27.7% | -17.3% |
| 6M | -7.2% | +14.2% | -21.4% | -13.7% |
| YTD | -18.1% | +37.0% | -55.2% | -30.9% |
| 1Y | +6.3% | +17.0% | -10.7% | -3.4% |
| 3Y | +48.2% | +183.2% | -135.0% | -9.0% |
| All | +48.2% | +182.7% | -134.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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