+165.2%
GD vs EIX
+35.3%
+129.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.3% |
| 30D | +8.6% | +8.5% | +0.1% | +6.0% |
| 3M | -7.1% | -13.5% | +6.4% | -4.4% |
| 6M | +7.5% | -12.4% | +19.8% | +9.6% |
| YTD | +9.9% | +5.9% | +4.0% | +5.0% |
| 1Y | +7.6% | +7.6% | 0.0% | +2.1% |
| 3Y | +56.2% | +12.8% | +43.4% | +41.5% |
| 5Y | +100.6% | +19.2% | +81.4% | +76.1% |
| All | +165.2% | +35.3% | +129.9% | +116.1% |
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