+27.2%
EIX vs GAP
+9.4%
+17.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | -13.5% | +9.3% | -22.9% | -14.2% |
| 3M | -15.3% | +6.1% | -21.3% | -15.7% |
| 6M | -15.3% | -2.3% | -13.0% | -15.4% |
| YTD | +2.7% | -10.6% | +13.3% | +3.1% |
| 1Y | +17.4% | -4.4% | +21.9% | +17.0% |
| 3Y | -1.3% | +118.3% | -119.6% | -10.6% |
| 5Y | +27.2% | +12.2% | +15.0% | +12.4% |
| All | +27.2% | +9.4% | +17.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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