+2,883.5%
GE vs EIX
+1,083.9%
+1,799.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -1.6% | -19.1% | +17.5% | +3.2% |
| 30D | -11.6% | -16.9% | +5.3% | -8.1% |
| 3M | +3.0% | -20.0% | +23.0% | +7.9% |
| 6M | -0.5% | -21.3% | +20.8% | +4.6% |
| YTD | +9.7% | -1.7% | +11.5% | +8.1% |
| 1Y | +20.0% | +9.6% | +10.5% | +14.3% |
| 3Y | +275.8% | -3.7% | +279.5% | +263.7% |
| 5Y | +429.1% | +22.6% | +406.5% | +373.3% |
| 10Y | +151.2% | +17.7% | +133.5% | +122.6% |
| All | +2,883.5% | +1,083.9% | +1,799.6% | +1,147.9% |
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