+132.0%
GLW vs EIX
+15.0%
+117.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.5% | +3.0% | +7.1% |
| 7D | +14.0% | +0.9% | +13.1% | +13.8% |
| 30D | +0.4% | -13.5% | +13.9% | +1.1% |
| 3M | -11.3% | -15.3% | +3.9% | -12.5% |
| 6M | +35.1% | -15.3% | +50.4% | +32.4% |
| YTD | +90.5% | +2.7% | +87.8% | +83.2% |
| 1Y | +132.0% | +17.4% | +114.6% | +114.4% |
| All | +132.0% | +15.0% | +117.1% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling