-20.1%
GFS vs EIX
+10.6%
-30.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +7.4% | +1.4% | +6.0% | +7.1% |
| 30D | -15.3% | +8.5% | -23.8% | -16.8% |
| 3M | -21.1% | -13.5% | -7.6% | -19.4% |
| 6M | -44.5% | -12.4% | -32.1% | -44.1% |
| YTD | +19.2% | +5.9% | +13.3% | +11.8% |
| 1Y | +27.2% | +7.6% | +19.7% | +18.4% |
| 3Y | -20.1% | +12.8% | -32.9% | -36.4% |
| All | -20.1% | +10.6% | -30.7% | -36.4% |
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