+9.0%
EIX vs GGLL
+195.8%
-186.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | +8.8% | -35.1% | +43.9% | +10.5% |
| 3M | -10.9% | -37.7% | +26.8% | -9.3% |
| 6M | -10.3% | -54.1% | +43.8% | -7.4% |
| YTD | +5.8% | -29.4% | +35.3% | +5.9% |
| 1Y | +11.4% | -13.4% | +24.8% | +9.7% |
| 3Y | +11.1% | +158.3% | -147.3% | -4.0% |
| All | +9.0% | +195.8% | -186.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling