+7.2%
GEHC vs EIX
0.0%
+7.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -7.2% | -1.4% | -5.8% | -6.9% |
| 30D | -11.6% | -19.3% | +7.8% | -8.5% |
| 3M | -0.8% | -21.7% | +20.8% | +3.1% |
| 6M | -11.9% | -19.8% | +7.9% | -9.1% |
| YTD | -21.9% | -3.0% | -18.9% | -23.3% |
| 1Y | -17.8% | +5.1% | -22.9% | -20.9% |
| 3Y | -3.5% | -7.0% | +3.4% | -8.2% |
| All | +7.2% | 0.0% | +7.2% | -3.3% |
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