+16.6%
EIX vs GFI
+6.9%
+9.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.8% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | +15.2% | +3.0% | +12.2% | +15.0% |
| 3M | -11.6% | +10.2% | -21.8% | -12.2% |
| 6M | -8.4% | -10.1% | +1.7% | -8.3% |
| YTD | +8.2% | -11.4% | +19.6% | +6.9% |
| 1Y | +16.6% | +8.4% | +8.2% | +11.5% |
| All | +16.6% | +6.9% | +9.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling