+155.6%
GS vs EIX
+18.4%
+137.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | +1.4% | +4.5% | +5.5% |
| 30D | +4.3% | +8.5% | -4.2% | +2.2% |
| 3M | -11.7% | -13.5% | +1.8% | -9.4% |
| 6M | -3.2% | -12.4% | +9.2% | -1.6% |
| YTD | +5.8% | +5.9% | -0.1% | +0.2% |
| 1Y | +16.0% | +7.6% | +8.4% | +9.2% |
| 3Y | +199.8% | +12.8% | +187.0% | +168.3% |
| All | +155.6% | +18.4% | +137.2% | +121.4% |
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