+1,710.5%
GS vs EIX
+489.2%
+1,221.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.1% |
| 7D | -6.3% | +2.5% | -8.9% | -6.9% |
| 30D | -3.1% | +14.1% | -17.2% | -6.3% |
| 3M | -17.7% | -9.4% | -8.2% | -16.7% |
| 6M | -4.6% | -9.1% | +4.5% | -3.9% |
| YTD | +0.3% | +7.1% | -6.8% | -3.6% |
| 1Y | +11.7% | +13.3% | -1.5% | +5.8% |
| 3Y | +183.6% | +10.9% | +172.7% | +166.6% |
| 5Y | +141.0% | +21.0% | +120.0% | +119.9% |
| 10Y | +507.4% | +33.6% | +473.8% | +425.7% |
| All | +1,710.5% | +489.2% | +1,221.4% | +1,043.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling