+342.1%
GLW vs EIX
+22.8%
+319.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +3.8% | -19.1% | +22.9% | +8.1% |
| 30D | -1.3% | -16.9% | +15.6% | +1.7% |
| 3M | -21.8% | -20.0% | -1.8% | -19.3% |
| 6M | +6.9% | -21.3% | +28.2% | +11.1% |
| YTD | +77.2% | -1.7% | +78.9% | +72.3% |
| 1Y | +123.2% | +9.6% | +113.7% | +109.5% |
| 3Y | +400.0% | -3.7% | +403.7% | +371.9% |
| All | +342.1% | +22.8% | +319.4% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling