+174.0%
GD vs EIX
+33.0%
+141.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +10.9% | +8.9% | +2.1% | +8.2% |
| 3M | -6.8% | -9.8% | +3.0% | -5.4% |
| 6M | +7.0% | -10.2% | +17.2% | +8.3% |
| YTD | +11.1% | +5.9% | +5.2% | +6.1% |
| 1Y | +7.0% | +10.9% | -3.9% | +0.6% |
| 3Y | +59.9% | +10.2% | +49.7% | +46.1% |
| 5Y | +102.5% | +17.0% | +85.4% | +78.9% |
| 10Y | +174.0% | +35.1% | +138.9% | +124.1% |
| All | +174.0% | +33.0% | +141.1% | +124.1% |
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