+514.9%
GEV vs EIX
+1.0%
+513.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +3.7% | +1.4% | +2.4% | +3.6% |
| 30D | -14.7% | +8.5% | -23.2% | -15.5% |
| 3M | -23.4% | -13.5% | -10.0% | -22.4% |
| 6M | -24.3% | -12.4% | -12.0% | -24.1% |
| YTD | +23.2% | +5.9% | +17.3% | +19.3% |
| 1Y | +44.2% | +7.6% | +36.6% | +39.1% |
| All | +514.9% | +1.0% | +513.9% | +487.6% |
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 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