+7.0%
GD vs EVRG
+20.4%
-13.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -1.9% | +3.5% | -5.4% | -3.0% |
| 30D | +10.9% | +9.2% | +1.7% | +7.7% |
| 3M | -6.8% | +8.6% | -15.4% | -9.3% |
| 6M | +7.0% | +10.0% | -2.9% | +3.6% |
| YTD | +11.1% | +25.1% | -14.0% | +2.3% |
| 1Y | +7.0% | +19.5% | -12.5% | -0.4% |
| All | +7.0% | +20.4% | -13.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling