+2,202.2%
GAP vs EVRG
+2,068.9%
+133.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.5% | +1.1% | -5.6% | -4.9% |
| 30D | +9.0% | -1.0% | +10.1% | +9.3% |
| 3M | +5.0% | +0.4% | +4.6% | +4.6% |
| 6M | -17.8% | -0.8% | -17.0% | -17.9% |
| YTD | -10.4% | +15.3% | -25.7% | -15.7% |
| 1Y | -3.4% | +17.9% | -21.3% | -10.0% |
| 3Y | +111.5% | +71.9% | +39.6% | +69.2% |
| 5Y | +8.8% | +45.3% | -36.4% | -7.7% |
| 10Y | +32.9% | +113.1% | -80.2% | -2.0% |
| All | +2,202.2% | +2,068.9% | +133.3% | +715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling