-21.1%
GIS vs EIX
+19.9%
-40.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | -6.4% | -1.4% | -5.0% | -6.2% |
| 30D | -6.1% | -19.3% | +13.2% | -3.0% |
| 3M | +7.8% | -21.7% | +29.5% | +12.1% |
| 6M | -8.8% | -19.8% | +11.0% | -5.7% |
| YTD | -19.1% | -3.0% | -16.1% | -19.8% |
| 1Y | -24.8% | +5.1% | -29.9% | -26.8% |
| 3Y | -37.6% | -7.0% | -30.6% | -38.5% |
| 5Y | -25.4% | +22.0% | -47.5% | -30.8% |
| All | -21.1% | +19.9% | -40.9% | -30.5% |
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