+1,058.2%
EIX vs GSK
+1,705.8%
-647.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.4% |
| 7D | -19.1% | -1.8% | -17.3% | -18.6% |
| 30D | -16.9% | -2.2% | -14.7% | -16.4% |
| 3M | -20.0% | -1.8% | -18.2% | -19.7% |
| 6M | -21.3% | -10.6% | -10.7% | -19.0% |
| YTD | -1.7% | +4.4% | -6.1% | -3.3% |
| 1Y | +9.6% | +30.4% | -20.9% | +0.9% |
| 3Y | -3.7% | +60.1% | -63.7% | -17.4% |
| 5Y | +22.6% | +46.8% | -24.2% | +6.6% |
| 10Y | +17.7% | +79.2% | -61.5% | -3.8% |
| All | +1,058.2% | +1,705.8% | -647.6% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling