+401.3%
GH vs EIX
+18.5%
+382.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.1% | -19.1% | +19.0% | +4.6% |
| 30D | -1.1% | -16.9% | +15.8% | +2.6% |
| 3M | +21.3% | -20.0% | +41.3% | +26.5% |
| 6M | +73.5% | -21.3% | +94.8% | +81.4% |
| YTD | +58.0% | -1.7% | +59.7% | +53.7% |
| 1Y | +163.1% | +9.6% | +153.5% | +146.1% |
| 3Y | +361.0% | -3.7% | +364.7% | +338.2% |
| 5Y | +22.5% | +22.6% | -0.1% | +6.9% |
| All | +401.3% | +18.5% | +382.8% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling