+20,253.5%
GD vs EIX
+1,203.3%
+19,050.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.0% |
| 30D | +10.5% | +15.2% | -4.7% | +7.2% |
| 3M | -5.0% | -11.6% | +6.6% | -3.5% |
| 6M | +5.5% | -8.4% | +13.8% | +6.1% |
| YTD | +10.3% | +8.2% | +2.1% | +6.7% |
| 1Y | +8.2% | +16.6% | -8.4% | +2.8% |
| 3Y | +59.0% | +12.0% | +47.1% | +50.1% |
| 5Y | +104.3% | +24.1% | +80.1% | +87.7% |
| 10Y | +202.4% | +34.9% | +167.5% | +166.2% |
| All | +20,253.5% | +1,203.3% | +19,050.3% | +10,929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling