+31.2%
EIX vs GTLB
-50.0%
+81.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.4% | +9.9% | +4.6% |
| 7D | +0.9% | +4.6% | -3.7% | +0.7% |
| 30D | -13.5% | +21.0% | -34.5% | -14.2% |
| 3M | -15.3% | +51.7% | -67.0% | -16.6% |
| 6M | -15.3% | +89.3% | -104.6% | -17.5% |
| YTD | +2.7% | +25.6% | -22.9% | +1.7% |
| 1Y | +17.4% | -1.5% | +19.0% | +17.4% |
| 3Y | -1.3% | -9.9% | +8.6% | -2.3% |
| All | +31.2% | -50.0% | +81.2% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling