+238.3%
EIX vs GNRC
+2,120.5%
-1,882.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.3% |
| 7D | +0.9% | +4.8% | -3.9% | +0.3% |
| 30D | -13.5% | -10.4% | -3.2% | -12.5% |
| 3M | -15.3% | -28.5% | +13.2% | -12.3% |
| 6M | -15.3% | -6.8% | -8.6% | -15.6% |
| YTD | +2.7% | +39.5% | -36.8% | -3.0% |
| 1Y | +17.4% | +3.4% | +14.1% | +14.6% |
| 3Y | -1.3% | +65.1% | -66.5% | -10.8% |
| 5Y | +27.2% | -57.1% | +84.3% | +30.0% |
| 10Y | +22.7% | +432.5% | -409.8% | -10.3% |
| All | +238.3% | +2,120.5% | -1,882.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling