+10.7%
EIX vs GME
-13.9%
+24.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -2.9% |
| 7D | +4.1% | +4.8% | -0.8% | +4.4% |
| 30D | -15.3% | +5.9% | -21.2% | -14.8% |
| 3M | -18.4% | -10.7% | -7.7% | -18.0% |
| 6M | -16.8% | -19.8% | +3.0% | -16.5% |
| YTD | -0.6% | -0.9% | +0.4% | -0.1% |
| 1Y | +10.7% | -15.7% | +26.3% | +11.3% |
| All | +10.7% | -13.9% | +24.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling