+16.6%
GS vs EIX
+9.6%
+7.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -0.1% | -2.5% | +2.4% | 0.0% |
| 30D | +3.7% | +7.7% | -4.0% | +3.5% |
| 3M | -10.0% | -12.9% | +2.9% | -9.9% |
| 6M | -1.0% | -12.7% | +11.7% | -0.6% |
| YTD | +7.0% | +5.5% | +1.5% | +8.0% |
| 1Y | +16.6% | +9.4% | +7.3% | +17.1% |
| All | +16.6% | +9.6% | +7.1% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling