+27.2%
GFS vs EIX
+8.9%
+18.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +7.4% | +1.4% | +6.0% | +7.4% |
| 30D | -15.3% | +8.5% | -23.8% | -15.2% |
| 3M | -21.1% | -13.5% | -7.6% | -20.9% |
| 6M | -44.5% | -12.4% | -32.1% | -45.1% |
| YTD | +19.2% | +5.9% | +13.3% | +21.0% |
| 1Y | +27.2% | +7.6% | +19.7% | +30.6% |
| All | +27.2% | +8.9% | +18.4% | +30.6% |
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 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