+10.3%
TSLA vs GRMN
+126.9%
-116.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +1.9% |
| 7D | +1.5% | +1.7% | -0.2% | +0.6% |
| 30D | +3.4% | +10.2% | -6.8% | -2.7% |
| 3M | +17.4% | -4.7% | +22.1% | +20.0% |
| 6M | -12.2% | +22.3% | -34.4% | -23.9% |
| YTD | -13.1% | +46.7% | -59.8% | -34.0% |
| 1Y | -11.1% | +49.6% | -60.7% | -33.4% |
| 3Y | +82.1% | +165.3% | -83.2% | -18.2% |
| 5Y | +10.3% | +130.3% | -120.1% | -48.8% |
| All | +10.3% | +126.9% | -116.7% | -48.8% |
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