+784.9%
EIX vs GME
+1,477.0%
-692.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -2.5% | +1.6% | -4.2% | -2.6% |
| 30D | +7.7% | -6.2% | +13.9% | +7.9% |
| 3M | -12.9% | +35.8% | -48.6% | -13.8% |
| 6M | -12.7% | +10.3% | -23.0% | -13.1% |
| YTD | +5.5% | +27.2% | -21.8% | +4.4% |
| 1Y | +9.4% | +19.1% | -9.7% | +8.5% |
| 3Y | +9.7% | +103.7% | -94.1% | +2.3% |
| 5Y | +16.9% | -50.0% | +66.9% | +11.9% |
| 10Y | +34.3% | +471.4% | -437.2% | -21.2% |
| All | +784.9% | +1,477.0% | -692.1% | +326.2% |
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