-12.1%
GFS vs EIX
+23.1%
-35.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | -15.8% | +8.9% | -24.7% | -17.9% |
| 3M | -18.6% | -9.8% | -8.8% | -17.8% |
| 6M | -45.0% | -10.2% | -34.8% | -44.9% |
| YTD | +16.8% | +5.9% | +10.8% | +9.1% |
| 1Y | +17.8% | +10.9% | +6.9% | +7.7% |
| 3Y | -21.5% | +10.2% | -31.7% | -31.7% |
| 5Y | -29.3% | +17.0% | -46.4% | -43.8% |
| All | -12.1% | +23.1% | -35.2% | -31.9% |
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