-19.4%
GFS vs EIX
-3.3%
-16.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +1.0% | -19.1% | +20.1% | +5.0% |
| 30D | -8.6% | -16.9% | +8.3% | -6.0% |
| 3M | -46.5% | -20.0% | -26.5% | -44.8% |
| 6M | -4.8% | -21.3% | +16.5% | -1.4% |
| YTD | +29.7% | -1.7% | +31.4% | +24.0% |
| 1Y | +35.8% | +9.6% | +26.3% | +24.2% |
| All | -19.4% | -3.3% | -16.0% | -29.1% |
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 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