+23.7%
EIX vs GNRC
-60.2%
+83.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -18.8% | -15.8% | -3.0% | -17.5% |
| 3M | -19.7% | -24.0% | +4.3% | -17.9% |
| 6M | -18.2% | -13.8% | -4.5% | -17.9% |
| YTD | -1.7% | +33.2% | -35.0% | -6.3% |
| 1Y | +7.8% | -1.8% | +9.6% | +5.9% |
| 3Y | -5.6% | +57.7% | -63.4% | -13.5% |
| 5Y | +23.7% | -59.7% | +83.4% | +19.0% |
| All | +23.7% | -60.2% | +83.8% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling