-23.4%
GFS vs EIX
+16.9%
-40.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +6.2% | -2.5% | +8.8% | +7.0% |
| 30D | -11.4% | +7.7% | -19.0% | -13.3% |
| 3M | -15.5% | -12.9% | -2.6% | -13.5% |
| 6M | -42.6% | -12.7% | -30.0% | -41.9% |
| YTD | +23.2% | +5.5% | +17.7% | +15.2% |
| 1Y | +23.6% | +9.4% | +14.2% | +13.6% |
| 3Y | -17.2% | +9.7% | -26.9% | -27.9% |
| 5Y | -23.4% | +16.9% | -40.4% | -38.8% |
| All | -23.4% | +16.9% | -40.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling