+188.5%
GD vs EIX
+29.5%
+159.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | +0.1% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | +8.9% | +9.1% | -0.2% | +6.2% |
| 3M | -8.0% | -10.2% | +2.2% | -6.6% |
| 6M | +2.9% | -11.2% | +14.1% | +4.5% |
| YTD | +7.1% | +4.5% | +2.6% | +2.7% |
| 1Y | +5.9% | +10.9% | -4.9% | -0.4% |
| 3Y | +53.9% | +8.4% | +45.4% | +41.4% |
| 5Y | +95.4% | +18.0% | +77.4% | +72.3% |
| All | +188.5% | +29.5% | +159.1% | +145.6% |
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