+205.6%
GLD vs EIX
+34.9%
+170.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | -1.5% | -4.0% | -5.4% |
| 30D | -7.0% | +8.1% | -15.1% | -7.4% |
| 3M | -12.4% | -12.1% | -0.2% | -11.9% |
| 6M | -18.0% | -13.4% | -4.6% | -17.6% |
| YTD | -10.5% | +5.6% | -16.0% | -11.2% |
| 1Y | -8.1% | +7.8% | -15.9% | -8.9% |
| 3Y | +97.7% | +9.8% | +87.9% | +94.7% |
| 5Y | +103.4% | +18.8% | +84.6% | +98.9% |
| All | +205.6% | +34.9% | +170.8% | +179.4% |
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