+27.2%
EIX vs GSK
+46.9%
-19.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.7% | +7.2% | +5.2% |
| 7D | +0.9% | -4.2% | +5.1% | +2.0% |
| 30D | -13.5% | -7.5% | -6.0% | -11.8% |
| 3M | -15.3% | -3.3% | -12.0% | -14.6% |
| 6M | -15.3% | -9.3% | -6.0% | -13.4% |
| YTD | +2.7% | +1.6% | +1.1% | +1.9% |
| 1Y | +17.4% | +25.5% | -8.0% | +9.9% |
| 3Y | -1.3% | +49.3% | -50.6% | -13.7% |
| 5Y | +27.2% | +46.7% | -19.5% | +6.6% |
| All | +27.2% | +46.9% | -19.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling