+27.9%
GAP vs EVRG
+113.9%
-86.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +6.2% | -1.2% | +7.4% | +6.9% |
| 3M | -0.7% | -0.6% | -0.1% | -0.7% |
| 6M | -7.1% | +2.4% | -9.6% | -8.9% |
| YTD | -14.1% | +15.5% | -29.5% | -21.6% |
| 1Y | -8.5% | +16.8% | -25.3% | -17.2% |
| 3Y | +115.4% | +75.0% | +40.4% | +51.3% |
| 5Y | +9.8% | +49.3% | -39.5% | -16.4% |
| All | +27.9% | +113.9% | -86.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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