+20.1%
EIX vs GWRE
+15.1%
+5.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.4% | -13.2% | +11.9% | -0.8% |
| 30D | -19.3% | -18.6% | -0.7% | -18.8% |
| 3M | -21.7% | +18.9% | -40.6% | -22.7% |
| 6M | -19.8% | -11.0% | -8.9% | -19.8% |
| YTD | -3.0% | -29.9% | +26.9% | -1.2% |
| 1Y | +5.1% | -44.3% | +49.4% | +9.3% |
| 3Y | -7.0% | +51.7% | -58.6% | -15.3% |
| All | +20.1% | +15.1% | +5.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling