+81.6%
GM vs EIX
+22.7%
+58.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.2% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | -3.4% | -18.8% | +15.4% | +1.4% |
| 3M | +8.7% | -19.7% | +28.4% | +14.2% |
| 6M | +15.4% | -18.2% | +33.7% | +20.0% |
| YTD | +6.6% | -1.7% | +8.3% | +2.2% |
| 1Y | +51.5% | +7.8% | +43.7% | +39.6% |
| 3Y | +169.3% | -5.6% | +175.0% | +155.6% |
| 5Y | +81.6% | +23.7% | +57.9% | +55.6% |
| All | +81.6% | +22.7% | +58.9% | +55.6% |
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 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