+32.1%
GLW vs EIX
+11.2%
+20.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +9.1% |
| 7D | -5.9% | +0.7% | -6.6% | -5.9% |
| 30D | -26.0% | +8.8% | -34.7% | -26.6% |
| 3M | -29.9% | -10.9% | -19.0% | -29.8% |
| 6M | -37.8% | -10.3% | -27.5% | -40.5% |
| YTD | +33.1% | +5.8% | +27.3% | +29.8% |
| All | +32.1% | +11.2% | +20.9% | +29.5% |
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