+46.3%
TSLA vs GRMN
+77.9%
-31.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.7% |
| 3M | -10.0% | +17.7% | -27.7% | -19.2% |
| 6M | -7.2% | +14.2% | -21.4% | -15.6% |
| YTD | -18.1% | +37.0% | -55.2% | -34.0% |
| 1Y | +6.3% | +17.0% | -10.7% | -6.1% |
| 3Y | +48.2% | +183.2% | -135.0% | -32.4% |
| All | +46.3% | +77.9% | -31.6% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling