+22.9%
EIX vs GSK
+80.2%
-57.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +4.1% | -3.6% | +7.7% | +5.4% |
| 30D | -15.3% | -5.9% | -9.4% | -13.4% |
| 3M | -18.4% | -4.3% | -14.2% | -17.3% |
| 6M | -16.8% | -10.8% | -6.0% | -13.6% |
| YTD | -0.6% | +1.8% | -2.3% | -2.0% |
| 1Y | +10.7% | +23.5% | -12.8% | +0.7% |
| 3Y | -4.5% | +49.5% | -54.0% | -21.8% |
| 5Y | +24.0% | +49.7% | -25.6% | -1.3% |
| 10Y | +22.9% | +81.9% | -59.0% | -10.9% |
| All | +22.9% | +80.2% | -57.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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