+3.8%
EIX vs GLXY
+12.0%
-8.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.8% |
| 7D | -19.1% | +13.4% | -32.5% | -19.1% |
| 30D | -16.9% | +38.1% | -55.0% | -17.2% |
| 3M | -20.0% | -7.3% | -12.7% | -19.9% |
| 6M | -21.3% | +8.2% | -29.5% | -21.7% |
| YTD | -1.7% | +17.8% | -19.5% | -2.4% |
| 1Y | +9.6% | +14.9% | -5.4% | +8.2% |
| All | +3.8% | +12.0% | -8.2% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling