+159.3%
GE vs EIX
+23.9%
+135.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -2.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | -9.5% | -13.5% | +4.0% | -6.3% |
| 3M | +4.1% | -15.3% | +19.4% | +8.0% |
| 6M | +3.9% | -15.3% | +19.3% | +7.7% |
| YTD | +9.0% | +2.7% | +6.3% | +4.2% |
| 1Y | +21.9% | +17.4% | +4.5% | +9.8% |
| 3Y | +281.8% | -1.3% | +283.1% | +256.2% |
| 5Y | +436.7% | +27.2% | +409.5% | +333.5% |
| All | +159.3% | +23.9% | +135.4% | +97.5% |
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