+1,058.2%
EIX vs GAP
+2,258.2%
-1,200.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -19.1% | -4.5% | -14.6% | -18.5% |
| 30D | -16.9% | +9.0% | -25.9% | -17.9% |
| 3M | -20.0% | +5.0% | -25.0% | -20.7% |
| 6M | -21.3% | -17.8% | -3.5% | -19.9% |
| YTD | -1.7% | -10.4% | +8.7% | -1.3% |
| 1Y | +9.6% | -3.4% | +12.9% | +8.6% |
| 3Y | -3.7% | +111.5% | -115.2% | -17.5% |
| 5Y | +22.6% | +8.8% | +13.8% | +10.2% |
| 10Y | +17.7% | +32.9% | -15.2% | -6.6% |
| All | +1,058.2% | +2,258.2% | -1,200.0% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling