+724.8%
EIX vs GME
+1,082.6%
-357.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -19.1% | +7.2% | -26.3% | -19.3% |
| 30D | -16.9% | +0.8% | -17.7% | -16.9% |
| 3M | -20.0% | -14.0% | -6.0% | -19.7% |
| 6M | -21.3% | -19.7% | -1.6% | -20.9% |
| YTD | -1.7% | -4.6% | +2.9% | -1.8% |
| 1Y | +9.6% | -14.3% | +23.9% | +9.8% |
| 3Y | -3.7% | +4.0% | -7.7% | -8.1% |
| 5Y | +22.6% | -62.2% | +84.8% | +18.4% |
| 10Y | +17.7% | +241.4% | -223.7% | -28.1% |
| All | +724.8% | +1,082.6% | -357.8% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling