+25.3%
GPN vs EIX
+19.9%
+5.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -4.6% | -1.4% | -3.2% | -4.2% |
| 30D | -0.3% | -19.3% | +19.0% | +5.8% |
| 3M | +35.4% | -21.7% | +57.1% | +45.1% |
| 6M | +21.7% | -19.8% | +41.5% | +28.6% |
| YTD | +14.9% | -3.0% | +17.9% | +11.3% |
| 1Y | +3.2% | +5.1% | -1.9% | -3.6% |
| 3Y | -27.1% | -7.0% | -20.2% | -30.2% |
| 5Y | -44.4% | +22.0% | -66.4% | -53.6% |
| All | +25.3% | +19.9% | +5.5% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling