+1,350.9%
GIS vs EIX
+1,175.7%
+175.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | +6.9% | +8.5% | -1.7% | +5.5% |
| 3M | -10.1% | -13.5% | +3.3% | -8.7% |
| 6M | +5.9% | -12.4% | +18.2% | +7.2% |
| YTD | -21.1% | +5.9% | -27.0% | -22.6% |
| 1Y | -22.5% | +7.6% | -30.1% | -24.2% |
| 3Y | -39.0% | +12.8% | -51.8% | -41.3% |
| 5Y | -33.3% | +19.2% | -52.6% | -36.7% |
| 10Y | -17.0% | +34.9% | -51.9% | -24.9% |
| All | +1,350.9% | +1,175.7% | +175.2% | +637.5% |
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