+654.3%
GS vs EIX
+17.3%
+637.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | +0.9% | -19.1% | +20.0% | +6.6% |
| 30D | -1.6% | -16.9% | +15.3% | +2.7% |
| 3M | -4.5% | -20.0% | +15.5% | +0.6% |
| 6M | +20.9% | -21.3% | +42.2% | +27.9% |
| YTD | +19.9% | -1.7% | +21.6% | +16.4% |
| 1Y | +41.4% | +9.6% | +31.8% | +31.4% |
| 3Y | +239.2% | -3.7% | +242.8% | +223.5% |
| 5Y | +185.0% | +22.6% | +162.4% | +144.5% |
| All | +654.3% | +17.3% | +637.0% | +538.1% |
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