+17.0%
EIX vs GRMN
+117.6%
-100.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.0% | +4.7% | -3.7% | 0.0% |
| 30D | +9.1% | +3.4% | +5.7% | +8.2% |
| 3M | -10.2% | -5.0% | -5.2% | -9.5% |
| 6M | -11.2% | +18.6% | -29.8% | -15.4% |
| YTD | +4.5% | +42.5% | -38.0% | -5.2% |
| 1Y | +10.9% | +42.3% | -31.4% | +0.5% |
| 3Y | +8.4% | +158.5% | -150.1% | -18.8% |
| All | +17.0% | +117.6% | -100.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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