+15.7%
GEHC vs EIX
+18.9%
-3.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.9% |
| 7D | +13.2% | +4.5% | +8.7% | +12.5% |
| 30D | +30.6% | +15.2% | +15.4% | +28.3% |
| 3M | +22.2% | -11.6% | +33.8% | +23.9% |
| 6M | +40.8% | -8.4% | +49.2% | +39.3% |
| YTD | +4.8% | +8.2% | -3.4% | -6.0% |
| 1Y | +15.7% | +16.6% | -0.9% | -0.8% |
| All | +15.7% | +18.9% | -3.2% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling