+380.7%
GH vs EIX
+27.1%
+353.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -8.2% | -2.5% | -5.6% | -7.5% |
| 30D | -4.9% | +7.7% | -12.6% | -6.8% |
| 3M | -6.2% | -12.9% | +6.6% | -4.1% |
| 6M | +60.0% | -12.7% | +72.7% | +62.7% |
| YTD | +51.5% | +5.5% | +46.1% | +44.4% |
| 1Y | +58.4% | +9.4% | +49.0% | +49.0% |
| 3Y | +617.2% | +9.7% | +607.5% | +554.8% |
| 5Y | +47.0% | +16.9% | +30.1% | +30.4% |
| All | +380.7% | +27.1% | +353.6% | +284.9% |
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