+3,093.2%
GLW vs EIX
+1,158.5%
+1,934.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.2% |
| 7D | -13.9% | +1.0% | -14.9% | -14.2% |
| 30D | -35.0% | +9.1% | -44.1% | -36.4% |
| 3M | -32.4% | -10.2% | -22.1% | -31.5% |
| 6M | -41.3% | -11.2% | -30.1% | -40.7% |
| YTD | +21.8% | +4.5% | +17.4% | +18.3% |
| 1Y | +21.8% | +10.9% | +11.0% | +16.5% |
| 3Y | +307.7% | +8.4% | +299.3% | +285.6% |
| 5Y | +213.7% | +18.0% | +195.7% | +188.8% |
| 10Y | +509.3% | +30.3% | +479.0% | +434.1% |
| All | +3,093.2% | +1,158.5% | +1,934.7% | +1,415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling