-43.8%
GPN vs EIX
+20.9%
-64.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.3% |
| 30D | -0.3% | -19.3% | +19.0% | +4.5% |
| 3M | +35.4% | -21.7% | +57.1% | +43.1% |
| 6M | +21.7% | -19.8% | +41.5% | +27.0% |
| YTD | +14.9% | -3.0% | +17.9% | +10.8% |
| 1Y | +3.2% | +5.1% | -1.9% | -3.8% |
| 3Y | -27.1% | -7.0% | -20.2% | -31.0% |
| All | -43.8% | +20.9% | -64.8% | -52.9% |
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