+2,765.1%
GE vs EIX
+1,158.5%
+1,606.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.4% |
| 7D | +7.1% | +1.0% | +6.1% | +6.8% |
| 30D | +6.5% | +9.1% | -2.7% | +3.9% |
| 3M | -13.6% | -10.2% | -3.3% | -12.2% |
| 6M | +6.0% | -11.2% | +17.2% | +7.6% |
| YTD | +5.4% | +4.5% | +0.9% | +1.9% |
| 1Y | +6.5% | +10.9% | -4.4% | +1.1% |
| 3Y | +268.6% | +8.4% | +260.2% | +244.5% |
| 5Y | +389.0% | +18.0% | +371.1% | +342.4% |
| 10Y | +163.3% | +30.3% | +133.0% | +126.9% |
| All | +2,765.1% | +1,158.5% | +1,606.5% | +1,077.0% |
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