+154.7%
GS vs EIX
+17.2%
+137.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +2.4% | +8.1% | -5.7% | +0.5% |
| 3M | -11.5% | -12.1% | +0.7% | -9.7% |
| 6M | -2.5% | -13.4% | +10.9% | -0.5% |
| YTD | +5.5% | +5.6% | -0.1% | 0.0% |
| 1Y | +11.0% | +7.8% | +3.2% | +4.3% |
| 3Y | +200.1% | +9.8% | +190.2% | +171.3% |
| 5Y | +154.7% | +18.8% | +135.9% | +120.3% |
| All | +154.7% | +17.2% | +137.5% | +120.3% |
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