+212.2%
GLD vs EIX
+30.9%
+181.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +4.9% | +0.7% | +4.2% | +4.9% |
| 30D | -1.3% | +8.8% | -10.1% | -1.8% |
| 3M | -4.8% | -10.9% | +6.2% | -4.3% |
| 6M | -12.5% | -10.3% | -2.2% | -12.2% |
| YTD | -4.2% | +5.8% | -10.1% | -5.0% |
| 1Y | +3.0% | +11.4% | -8.3% | +1.8% |
| 3Y | +109.1% | +11.1% | +98.1% | +105.8% |
| 5Y | +121.6% | +18.5% | +103.1% | +116.6% |
| 10Y | +212.2% | +32.2% | +180.0% | +187.3% |
| All | +212.2% | +30.9% | +181.3% | +187.3% |
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