+96.7%
GD vs EIX
+22.1%
+74.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.5% |
| 30D | +8.1% | +14.1% | -6.0% | +5.0% |
| 3M | -6.8% | -9.4% | +2.7% | -5.7% |
| 6M | +3.0% | -9.1% | +12.1% | +3.7% |
| YTD | +7.8% | +7.1% | +0.6% | +3.2% |
| 1Y | +5.8% | +13.3% | -7.5% | -0.3% |
| 3Y | +55.3% | +10.9% | +44.4% | +41.4% |
| 5Y | +96.7% | +21.0% | +75.7% | +63.8% |
| All | +96.7% | +22.1% | +74.6% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling