+7.6%
EIX vs GGLL
+188.6%
-181.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.5% |
| 7D | +1.0% | +3.1% | -2.1% | +0.9% |
| 30D | +9.1% | -36.3% | +45.4% | +11.0% |
| 3M | -10.2% | -40.4% | +30.1% | -8.5% |
| 6M | -11.2% | -54.6% | +43.4% | -8.4% |
| YTD | +4.5% | -31.1% | +35.6% | +4.6% |
| 1Y | +10.9% | -19.2% | +30.1% | +9.7% |
| 3Y | +8.4% | +151.5% | -143.1% | -6.1% |
| All | +7.6% | +188.6% | -181.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling