-34.7%
GFS vs EIX
+18.0%
-52.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.7% | +6.9% |
| 7D | -7.8% | +1.0% | -8.8% | -8.2% |
| 30D | -19.7% | +9.1% | -28.8% | -21.7% |
| 3M | -23.1% | -10.2% | -12.9% | -22.2% |
| 6M | -46.4% | -11.2% | -35.1% | -46.1% |
| YTD | +11.0% | +4.5% | +6.6% | +4.1% |
| 1Y | +12.6% | +10.9% | +1.8% | +2.9% |
| 3Y | -24.9% | +8.4% | -33.4% | -34.3% |
| All | -34.7% | +18.0% | -52.7% | -47.4% |
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 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