+627.7%
GEV vs EIX
-5.2%
+632.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.7% |
| 7D | +3.2% | +4.1% | -0.9% | +2.7% |
| 30D | -4.0% | -15.3% | +11.3% | -2.6% |
| 3M | +3.4% | -18.4% | +21.8% | +4.8% |
| 6M | +14.7% | -16.8% | +31.5% | +15.8% |
| YTD | +45.8% | -0.6% | +46.3% | +42.3% |
| 1Y | +57.4% | +10.7% | +46.7% | +49.6% |
| All | +627.7% | -5.2% | +632.9% | +600.8% |
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 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