+78.4%
GAP vs EVRG
+103.1%
-24.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -9.3% | +2.5% | -11.8% | -10.0% |
| 30D | -5.5% | +8.4% | -13.9% | -7.6% |
| 3M | +3.5% | +8.6% | -5.1% | +1.1% |
| 6M | +0.7% | +7.7% | -7.0% | -1.5% |
| YTD | -13.4% | +25.0% | -38.3% | -20.0% |
| 1Y | -7.7% | +18.7% | -26.4% | -13.1% |
| All | +78.4% | +103.1% | -24.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling