+188.5%
GD vs EVRG
+121.0%
+67.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -5.0% | +1.9% | -6.8% | -5.7% |
| 30D | +8.9% | +9.0% | -0.1% | +5.0% |
| 3M | -8.0% | +6.3% | -14.4% | -10.5% |
| 6M | +2.9% | +9.9% | -7.0% | -1.3% |
| YTD | +7.1% | +23.8% | -16.8% | -2.5% |
| 1Y | +5.9% | +19.9% | -14.0% | -2.3% |
| 3Y | +53.9% | +94.3% | -40.4% | +14.2% |
| 5Y | +95.4% | +64.6% | +30.8% | +54.8% |
| All | +188.5% | +121.0% | +67.6% | +106.6% |
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