+48.7%
EVRG vs GGLL
+194.0%
-145.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +3.5% | +5.1% | -1.6% | +3.4% |
| 30D | +9.2% | -35.5% | +44.7% | +9.7% |
| 3M | +8.6% | -39.2% | +47.8% | +9.2% |
| 6M | +10.0% | -54.4% | +64.3% | +11.1% |
| YTD | +25.1% | -29.8% | +54.9% | +24.9% |
| 1Y | +19.5% | -20.4% | +39.9% | +18.9% |
| 3Y | +102.3% | +149.7% | -47.4% | +89.1% |
| All | +48.7% | +194.0% | -145.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling