+27.2%
EIX vs GME
-62.6%
+89.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +5.9% | +4.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | -13.5% | -1.4% | -12.1% | -13.5% |
| 3M | -15.3% | -15.1% | -0.1% | -15.0% |
| 6M | -15.3% | -22.5% | +7.2% | -15.0% |
| YTD | +2.7% | -5.9% | +8.6% | +2.7% |
| 1Y | +17.4% | -18.6% | +36.1% | +17.8% |
| 3Y | -1.3% | +6.7% | -8.0% | -4.8% |
| 5Y | +27.2% | -62.0% | +89.2% | +23.3% |
| All | +27.2% | -62.6% | +89.8% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling