+1,110.4%
EIX vs GFI
+685.3%
+425.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +5.0% | +4.5% |
| 7D | +0.9% | +5.7% | -4.8% | +0.6% |
| 30D | -13.5% | +15.6% | -29.1% | -14.2% |
| 3M | -15.3% | +31.5% | -46.8% | -16.5% |
| 6M | -15.3% | -3.7% | -11.6% | -15.5% |
| YTD | +2.7% | +11.2% | -8.5% | +1.5% |
| 1Y | +17.4% | +36.4% | -18.9% | +14.7% |
| 3Y | -1.3% | +313.5% | -314.9% | -9.4% |
| 5Y | +27.2% | +528.0% | -500.8% | +13.6% |
| 10Y | +22.7% | +1,021.4% | -998.7% | +3.9% |
| All | +1,110.4% | +685.3% | +425.2% | +947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling