+32.2%
EIX vs GPC
+93.7%
-61.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.5% |
| 7D | +0.7% | +0.8% | -0.1% | +0.4% |
| 30D | +8.8% | -1.1% | +9.8% | +9.0% |
| 3M | -10.9% | -6.6% | -4.3% | -8.9% |
| 6M | -10.3% | +22.2% | -32.5% | -17.5% |
| YTD | +5.8% | +5.1% | +0.8% | +1.8% |
| 1Y | +11.4% | +2.8% | +8.6% | +7.9% |
| 3Y | +11.1% | +2.4% | +8.7% | +4.0% |
| 5Y | +18.5% | +7.8% | +10.7% | +6.3% |
| 10Y | +32.2% | +87.2% | -55.0% | -11.2% |
| All | +32.2% | +93.7% | -61.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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