+151.2%
EIX vs GWRE
+793.8%
-642.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.8% | +12.3% | +5.2% |
| 7D | +0.9% | -25.6% | +26.5% | +3.1% |
| 30D | -13.5% | -12.2% | -1.3% | -12.9% |
| 3M | -15.3% | +17.7% | -33.0% | -17.1% |
| 6M | -15.3% | -11.3% | -4.0% | -15.4% |
| YTD | +2.7% | -25.5% | +28.2% | +4.2% |
| 1Y | +17.4% | -42.8% | +60.3% | +22.4% |
| 3Y | -1.3% | +59.0% | -60.3% | -10.1% |
| 5Y | +27.2% | +21.6% | +5.6% | +17.4% |
| 10Y | +22.7% | +139.2% | -116.4% | +5.8% |
| All | +151.2% | +793.8% | -642.6% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling