+3.4%
GEHC vs EIX
0.0%
+3.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -3.9% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -7.0% | -13.5% | +6.6% | -5.2% |
| 3M | +3.3% | -15.3% | +18.6% | +5.6% |
| 6M | -10.0% | -15.3% | +5.3% | -8.1% |
| YTD | -18.5% | +2.7% | -21.2% | -20.9% |
| 1Y | -14.4% | +17.4% | -31.9% | -19.6% |
| 3Y | +3.4% | -1.3% | +4.8% | -5.6% |
| All | +3.4% | 0.0% | +3.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling