+18.0%
EIX vs GNRC
+448.8%
-430.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -19.3% | -15.7% | -3.6% | -17.5% |
| 3M | -21.7% | -27.3% | +5.7% | -18.7% |
| 6M | -19.8% | -12.1% | -7.8% | -19.6% |
| YTD | -3.0% | +37.1% | -40.2% | -9.3% |
| 1Y | +5.1% | -0.5% | +5.6% | +2.5% |
| 3Y | -7.0% | +61.5% | -68.5% | -17.4% |
| 5Y | +22.0% | -58.6% | +80.6% | +28.9% |
| All | +18.0% | +448.8% | -430.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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