+188.7%
GD vs EIX
+17.3%
+171.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -5.3% | -19.1% | +13.8% | -0.3% |
| 30D | -6.4% | -16.9% | +10.5% | -2.6% |
| 3M | +5.7% | -20.0% | +25.7% | +11.1% |
| 6M | -0.9% | -21.3% | +20.4% | +4.4% |
| YTD | +8.2% | -1.7% | +9.9% | +5.8% |
| 1Y | +13.4% | +9.6% | +3.9% | +6.8% |
| 3Y | +68.5% | -3.7% | +72.2% | +61.0% |
| 5Y | +97.2% | +22.6% | +74.5% | +71.0% |
| All | +188.7% | +17.3% | +171.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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