+371.1%
GH vs EIX
+27.7%
+343.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -6.9% | +8.5% | -15.5% | -8.9% |
| 3M | -4.9% | -13.5% | +8.5% | -2.5% |
| 6M | +54.1% | -12.4% | +66.4% | +56.4% |
| YTD | +48.5% | +5.9% | +42.6% | +41.4% |
| 1Y | +61.2% | +7.6% | +53.6% | +52.5% |
| 3Y | +570.3% | +12.8% | +557.6% | +506.5% |
| 5Y | +46.1% | +19.2% | +26.9% | +28.9% |
| All | +371.1% | +27.7% | +343.5% | +276.8% |
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 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