+1,346.3%
GIS vs EIX
+1,170.2%
+176.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -4.6% | -2.5% | -2.0% | -4.2% |
| 30D | +6.6% | +7.7% | -1.1% | +5.4% |
| 3M | -8.1% | -12.9% | +4.8% | -6.8% |
| 6M | +4.9% | -12.7% | +17.6% | +6.3% |
| YTD | -21.4% | +5.5% | -26.8% | -22.8% |
| 1Y | -21.6% | +9.4% | -31.0% | -23.5% |
| 3Y | -39.3% | +9.7% | -49.0% | -41.4% |
| 5Y | -33.2% | +16.9% | -50.1% | -36.4% |
| 10Y | -17.3% | +34.3% | -51.6% | -25.1% |
| All | +1,346.3% | +1,170.2% | +176.1% | +635.6% |
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