+1,148.4%
EIX vs GSK
+1,754.3%
-606.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +1.0% | +5.2% | -4.2% | -0.5% |
| 30D | +8.9% | +10.2% | -1.3% | +5.8% |
| 3M | -9.8% | -0.9% | -8.9% | -9.8% |
| 6M | -10.2% | +3.5% | -13.7% | -11.3% |
| YTD | +5.9% | +7.2% | -1.3% | +3.2% |
| 1Y | +10.9% | +12.0% | -1.1% | +6.7% |
| 3Y | +10.2% | +67.3% | -57.1% | -6.9% |
| 5Y | +17.0% | +45.3% | -28.2% | +1.9% |
| 10Y | +35.1% | +101.8% | -66.7% | +6.9% |
| All | +1,148.4% | +1,754.3% | -606.0% | +515.6% |
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 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