+458.9%
GS vs EIX
+34.4%
+424.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.1% | -2.5% | +2.4% | +0.7% |
| 30D | +3.7% | +7.7% | -4.0% | +1.3% |
| 3M | -10.0% | -12.9% | +2.9% | -7.5% |
| 6M | -1.0% | -12.7% | +11.7% | +1.1% |
| YTD | +7.0% | +5.5% | +1.5% | +1.4% |
| 1Y | +16.6% | +9.4% | +7.3% | +8.9% |
| 3Y | +204.4% | +9.7% | +194.7% | +177.0% |
| 5Y | +160.0% | +16.9% | +143.1% | +127.6% |
| 10Y | +458.9% | +34.3% | +424.6% | +380.6% |
| All | +458.9% | +34.4% | +424.5% | +380.6% |
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 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