+10.9%
EIX vs GGLL
-17.3%
+28.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +1.0% | +5.1% | -4.1% | +1.0% |
| 30D | +8.9% | -35.5% | +44.3% | +8.1% |
| 3M | -9.8% | -39.2% | +29.4% | -10.5% |
| 6M | -10.2% | -54.4% | +44.2% | -10.2% |
| YTD | +5.9% | -29.8% | +35.8% | +3.8% |
| 1Y | +10.9% | -20.4% | +31.3% | +8.3% |
| All | +10.9% | -17.3% | +28.2% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling