+18.0%
EIX vs GME
+285.6%
-267.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.4% |
| 7D | -1.4% | +10.4% | -11.7% | -1.5% |
| 30D | -19.3% | +14.1% | -33.4% | -19.4% |
| 3M | -21.7% | -4.6% | -17.0% | -21.6% |
| 6M | -19.8% | -13.5% | -6.3% | -19.7% |
| YTD | -3.0% | +5.3% | -8.4% | -3.2% |
| 1Y | +5.1% | -14.9% | +20.0% | +5.2% |
| 3Y | -7.0% | +24.3% | -31.2% | -8.4% |
| 5Y | +22.0% | -55.6% | +77.6% | +20.5% |
| All | +18.0% | +285.6% | -267.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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