+9.1%
EIX vs GGLL
+210.8%
-201.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | +1.4% | +7.7% | -6.3% | +1.0% |
| 30D | +8.5% | -30.2% | +38.8% | +10.0% |
| 3M | -13.5% | -31.3% | +17.8% | -12.3% |
| 6M | -12.4% | -52.1% | +39.7% | -9.7% |
| YTD | +5.9% | -25.9% | +31.8% | +5.7% |
| 1Y | +7.6% | -8.5% | +16.0% | +5.8% |
| 3Y | +12.8% | +165.5% | -152.8% | -2.4% |
| All | +9.1% | +210.8% | -201.7% | -7.7% |
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