+1,058.2%
EIX vs GPC
+2,341.8%
-1,283.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -19.1% | +1.2% | -20.3% | -19.4% |
| 30D | -16.9% | +6.0% | -22.9% | -18.6% |
| 3M | -20.0% | +42.6% | -62.6% | -30.3% |
| 6M | -21.3% | +22.8% | -44.1% | -27.8% |
| YTD | -1.7% | +15.5% | -17.2% | -8.4% |
| 1Y | +9.6% | +2.0% | +7.5% | +6.8% |
| 3Y | -3.7% | -1.4% | -2.2% | -7.9% |
| 5Y | +22.6% | +30.6% | -8.0% | +3.6% |
| 10Y | +17.7% | +80.6% | -62.9% | -16.6% |
| All | +1,058.2% | +2,341.8% | -1,283.6% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling