+177.4%
GD vs EVRG
+122.0%
+55.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.0% |
| 7D | -3.0% | +1.7% | -4.7% | -3.8% |
| 30D | +9.3% | +8.7% | +0.6% | +5.5% |
| 3M | -7.2% | +6.4% | -13.6% | -9.7% |
| 6M | +5.5% | +9.4% | -3.9% | +1.4% |
| YTD | +9.5% | +24.5% | -15.0% | -0.6% |
| 1Y | +6.4% | +20.5% | -14.0% | -2.0% |
| 3Y | +59.8% | +101.6% | -41.7% | +16.7% |
| 5Y | +98.0% | +67.5% | +30.5% | +55.7% |
| 10Y | +177.4% | +122.3% | +55.1% | +100.8% |
| All | +177.4% | +122.0% | +55.4% | +100.8% |
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