+307.7%
GLW vs EIX
+8.4%
+299.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.0% |
| 7D | -13.9% | +1.0% | -14.9% | -14.1% |
| 30D | -35.0% | +9.1% | -44.1% | -36.0% |
| 3M | -32.4% | -10.2% | -22.1% | -31.9% |
| 6M | -41.3% | -11.2% | -30.1% | -41.5% |
| YTD | +21.8% | +4.5% | +17.4% | +17.5% |
| 1Y | +21.8% | +10.9% | +11.0% | +15.9% |
| 3Y | +307.7% | +8.4% | +299.3% | +268.7% |
| All | +307.7% | +8.4% | +299.3% | +268.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling