+174.0%
GD vs EVRG
+123.0%
+51.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -1.9% | +3.5% | -5.4% | -3.3% |
| 30D | +10.9% | +9.2% | +1.7% | +6.8% |
| 3M | -6.8% | +8.6% | -15.4% | -10.0% |
| 6M | +7.0% | +10.0% | -2.9% | +2.6% |
| YTD | +11.1% | +25.1% | -14.0% | +0.7% |
| 1Y | +7.0% | +19.5% | -12.5% | -1.2% |
| 3Y | +59.9% | +102.3% | -42.4% | +16.6% |
| 5Y | +102.5% | +66.8% | +35.6% | +59.4% |
| 10Y | +174.0% | +125.0% | +49.0% | +98.8% |
| All | +174.0% | +123.0% | +51.0% | +98.8% |
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