+139.3%
GS vs EIX
+18.0%
+121.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -3.2% | +1.0% | -4.2% | -3.4% |
| 30D | -2.4% | +9.1% | -11.5% | -4.5% |
| 3M | -15.7% | -10.2% | -5.5% | -14.7% |
| 6M | -6.8% | -11.2% | +4.5% | -5.8% |
| YTD | -0.1% | +4.5% | -4.5% | -5.0% |
| 1Y | +12.1% | +10.9% | +1.2% | +4.2% |
| 3Y | +185.8% | +8.4% | +177.4% | +159.5% |
| All | +139.3% | +18.0% | +121.3% | +109.3% |
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