-22.8%
GIS vs EIX
+24.2%
-47.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -0.9% |
| 7D | -8.6% | +4.1% | -12.7% | -9.4% |
| 30D | -0.5% | -15.3% | +14.9% | +2.0% |
| 3M | +11.9% | -18.4% | +30.3% | +15.7% |
| 6M | -11.6% | -16.8% | +5.2% | -9.2% |
| YTD | -16.3% | -0.6% | -15.8% | -18.0% |
| 1Y | -21.8% | +10.7% | -32.4% | -25.5% |
| 3Y | -35.7% | -4.5% | -31.2% | -37.5% |
| All | -22.8% | +24.2% | -47.0% | -31.5% |
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 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