+25.5%
EIX vs GTLB
-49.8%
+75.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.8% | -4.1% | +4.9% | +0.9% |
| 30D | -18.8% | +12.3% | -31.1% | -19.2% |
| 3M | -19.7% | +65.9% | -85.6% | -21.2% |
| 6M | -18.2% | +104.0% | -122.2% | -20.6% |
| YTD | -1.7% | +26.0% | -27.8% | -2.8% |
| 1Y | +7.8% | -3.5% | +11.2% | +7.8% |
| 3Y | -5.6% | -9.6% | +4.0% | -6.6% |
| All | +25.5% | -49.8% | +75.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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