+1.2%
EIX vs GGLL
+328.7%
-327.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +0.9% |
| 7D | -19.1% | -4.8% | -14.3% | -18.9% |
| 30D | -16.9% | -13.7% | -3.2% | -16.4% |
| 3M | -20.0% | -21.9% | +1.8% | -19.2% |
| 6M | -21.3% | +11.7% | -33.0% | -22.6% |
| YTD | -1.7% | +2.3% | -4.0% | -3.0% |
| 1Y | +9.6% | +76.2% | -66.6% | +3.8% |
| 3Y | -3.7% | +245.0% | -248.7% | -17.1% |
| All | +1.2% | +328.7% | -327.4% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling