+23.0%
GH vs EIX
+28.4%
-5.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.3% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | -4.5% | -13.5% | +9.1% | -2.4% |
| 3M | +28.9% | -15.3% | +44.2% | +31.6% |
| 6M | +76.5% | -15.3% | +91.8% | +79.6% |
| YTD | +57.6% | +2.7% | +54.9% | +50.3% |
| 1Y | +167.5% | +17.4% | +150.1% | +142.9% |
| 3Y | +377.4% | -1.3% | +378.7% | +343.1% |
| All | +23.0% | +28.4% | -5.3% | -2.1% |
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