-24.8%
GIS vs EIX
+6.9%
-31.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -6.4% | -1.4% | -5.0% | -6.2% |
| 30D | -6.1% | -19.3% | +13.2% | -4.2% |
| 3M | +7.8% | -21.7% | +29.5% | +10.9% |
| 6M | -8.8% | -19.8% | +11.0% | -6.8% |
| YTD | -19.1% | -3.0% | -16.1% | -22.5% |
| 1Y | -24.8% | +5.1% | -29.9% | -27.9% |
| All | -24.8% | +6.9% | -31.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling