+18.0%
EIX vs GWRE
+131.0%
-113.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -1.4% | -13.2% | +11.9% | 0.0% |
| 30D | -19.3% | -18.6% | -0.7% | -18.0% |
| 3M | -21.7% | +18.9% | -40.6% | -24.0% |
| 6M | -19.8% | -11.0% | -8.9% | -20.1% |
| YTD | -3.0% | -29.9% | +26.9% | -0.4% |
| 1Y | +5.1% | -44.3% | +49.4% | +11.6% |
| 3Y | -7.0% | +51.7% | -58.6% | -19.1% |
| 5Y | +22.0% | +15.4% | +6.6% | +9.5% |
| All | +18.0% | +131.0% | -113.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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