+22.7%
EIX vs GPC
+30.9%
-8.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -19.1% | +1.2% | -20.3% | -19.3% |
| 30D | -16.9% | +6.0% | -22.9% | -18.1% |
| 3M | -20.0% | +42.6% | -62.6% | -27.4% |
| 6M | -21.3% | +22.8% | -44.1% | -25.9% |
| YTD | -1.7% | +15.5% | -17.2% | -6.6% |
| 1Y | +9.6% | +2.0% | +7.5% | +7.7% |
| 3Y | -3.7% | -1.4% | -2.2% | -6.7% |
| All | +22.7% | +30.9% | -8.2% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling