-12.3%
GFS vs EIX
+23.0%
-35.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | -3.1% | +0.7% | -3.9% | -3.4% |
| 30D | -16.0% | +8.8% | -24.8% | -18.1% |
| 3M | -24.7% | -10.9% | -13.8% | -23.5% |
| 6M | -45.1% | -10.3% | -34.8% | -45.0% |
| YTD | +16.5% | +5.8% | +10.6% | +8.8% |
| 1Y | +19.3% | +11.4% | +8.0% | +8.9% |
| 3Y | -20.0% | +11.1% | -31.0% | -30.6% |
| 5Y | -32.0% | +18.5% | -50.5% | -46.4% |
| All | -12.3% | +23.0% | -35.3% | -32.1% |
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