+57.7%
GEV vs EIX
+7.5%
+50.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +3.3% | -19.1% | +22.4% | +3.4% |
| 30D | -7.5% | -16.9% | +9.4% | -7.1% |
| 3M | -2.2% | -20.0% | +17.8% | -3.0% |
| 6M | +12.1% | -21.3% | +33.4% | +10.9% |
| YTD | +44.4% | -1.7% | +46.1% | +46.0% |
| 1Y | +57.7% | +9.6% | +48.1% | +56.3% |
| All | +57.7% | +7.5% | +50.1% | +56.3% |
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 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