+837.6%
GLW vs EIX
+23.2%
+814.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.5% | +3.0% | +6.1% |
| 7D | +14.0% | +0.9% | +13.1% | +13.7% |
| 30D | +0.4% | -13.5% | +13.9% | +3.4% |
| 3M | -11.3% | -15.3% | +3.9% | -8.7% |
| 6M | +35.1% | -15.3% | +50.4% | +39.2% |
| YTD | +90.5% | +2.7% | +87.8% | +82.7% |
| 1Y | +132.0% | +17.4% | +114.6% | +111.1% |
| 3Y | +463.3% | -1.3% | +464.7% | +430.9% |
| 5Y | +382.5% | +27.2% | +355.3% | +304.0% |
| 10Y | +837.6% | +22.7% | +814.9% | +642.0% |
| All | +837.6% | +23.2% | +814.5% | +642.0% |
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