+388.8%
GH vs EIX
+16.9%
+371.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.5% | -1.4% | -1.1% | -2.2% |
| 30D | -4.7% | -19.3% | +14.6% | -0.4% |
| 3M | +20.2% | -21.7% | +41.9% | +26.1% |
| 6M | +78.8% | -19.8% | +98.6% | +85.8% |
| YTD | +54.1% | -3.0% | +57.1% | +50.3% |
| 1Y | +177.1% | +5.1% | +172.0% | +162.5% |
| 3Y | +371.6% | -7.0% | +378.6% | +353.3% |
| 5Y | +21.9% | +22.0% | -0.1% | +6.4% |
| All | +388.8% | +16.9% | +371.9% | +300.5% |
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