+4.5%
GOOGL vs EIX
+9.5%
-5.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.7% | -1.5% | +7.2% | +5.7% |
| 30D | -15.6% | +8.1% | -23.7% | -15.4% |
| 3M | -13.0% | -12.1% | -0.9% | -13.0% |
| 6M | -22.8% | -13.4% | -9.4% | -23.8% |
| YTD | -4.4% | +5.6% | -10.0% | -4.5% |
| 1Y | +4.5% | +7.8% | -3.4% | +4.6% |
| All | +4.5% | +9.5% | -5.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling