+380.9%
GH vs EIX
+27.3%
+353.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | -4.5% | +8.1% | -12.6% | -6.4% |
| 3M | -6.2% | -12.1% | +5.9% | -4.2% |
| 6M | +55.0% | -13.4% | +68.4% | +57.9% |
| YTD | +51.6% | +5.6% | +46.0% | +44.5% |
| 1Y | +58.3% | +7.8% | +50.4% | +49.6% |
| 3Y | +617.6% | +9.8% | +607.8% | +554.9% |
| 5Y | +49.2% | +18.8% | +30.3% | +31.7% |
| All | +380.9% | +27.3% | +353.7% | +285.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling