+542.4%
GLW vs EIX
+30.9%
+511.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +8.8% |
| 7D | -5.9% | +0.7% | -6.6% | -6.1% |
| 30D | -26.0% | +8.8% | -34.7% | -28.1% |
| 3M | -29.9% | -10.9% | -19.0% | -28.6% |
| 6M | -37.8% | -10.3% | -27.5% | -37.3% |
| YTD | +33.1% | +5.8% | +27.3% | +26.2% |
| 1Y | +36.8% | +11.4% | +25.5% | +27.1% |
| 3Y | +356.1% | +11.1% | +345.0% | +310.2% |
| 5Y | +243.8% | +18.5% | +225.3% | +196.6% |
| 10Y | +542.4% | +32.2% | +510.2% | +398.7% |
| All | +542.4% | +30.9% | +511.4% | +398.7% |
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