+11.8%
EIX vs GLXY
-38.3%
+50.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +1.3% |
| 7D | +0.7% | -0.5% | +1.3% | +0.6% |
| 30D | +8.8% | -28.6% | +37.4% | +8.9% |
| 3M | -10.9% | -28.1% | +17.1% | -10.8% |
| 6M | -10.3% | -52.0% | +41.7% | -9.7% |
| YTD | +5.8% | -35.1% | +40.9% | +5.5% |
| 1Y | +11.4% | -54.0% | +65.4% | +11.9% |
| All | +11.8% | -38.3% | +50.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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