+132.5%
GOOGL vs EIX
+24.3%
+108.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | -1.9% | +4.1% | -5.9% | -2.4% |
| 30D | -7.5% | -15.3% | +7.9% | -5.8% |
| 3M | -9.2% | -18.4% | +9.3% | -7.4% |
| 6M | +8.1% | -16.8% | +24.9% | +9.6% |
| YTD | +5.8% | -0.6% | +6.4% | +3.2% |
| 1Y | +38.3% | +10.7% | +27.7% | +31.4% |
| 3Y | +144.8% | -4.5% | +149.2% | +133.5% |
| 5Y | +132.5% | +24.0% | +108.5% | +101.8% |
| All | +132.5% | +24.3% | +108.3% | +101.8% |
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