+10.9%
EIX vs GPC
+2.6%
+8.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +9.1% | -2.1% | +11.2% | +9.4% |
| 3M | -10.2% | -6.8% | -3.4% | -9.2% |
| 6M | -11.2% | +18.6% | -29.8% | -14.3% |
| YTD | +4.5% | +2.7% | +1.8% | -0.7% |
| 1Y | +10.9% | +1.8% | +9.1% | +5.7% |
| All | +10.9% | +2.6% | +8.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling