+238.7%
GM vs EIX
+183.4%
+55.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.8% | -4.0% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | -1.8% | -13.5% | +11.7% | +1.5% |
| 3M | +2.6% | -15.3% | +17.9% | +6.6% |
| 6M | +14.6% | -15.3% | +29.9% | +18.7% |
| YTD | +6.2% | +2.7% | +3.5% | +1.0% |
| 1Y | +48.7% | +17.4% | +31.2% | +33.4% |
| 3Y | +168.3% | -1.3% | +169.7% | +152.9% |
| 5Y | +82.8% | +27.2% | +55.6% | +52.7% |
| 10Y | +226.2% | +22.7% | +203.5% | +160.6% |
| All | +238.7% | +183.4% | +55.3% | +36.0% |
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