+25.2%
GFS vs EIX
+9.5%
+15.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | +17.2% | -1.5% | +18.7% | +17.2% |
| 30D | -8.7% | +8.1% | -16.9% | -8.7% |
| 3M | -19.7% | -12.1% | -7.5% | -19.6% |
| 6M | -40.7% | -13.4% | -27.3% | -41.3% |
| YTD | +22.5% | +5.6% | +17.0% | +24.6% |
| 1Y | +25.2% | +7.8% | +17.4% | +29.2% |
| All | +25.2% | +9.5% | +15.7% | +29.2% |
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