+20,384.6%
GD vs EVRG
+2,249.8%
+18,134.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +0.6% | +2.5% | -1.8% | -0.1% |
| 30D | +9.5% | +8.4% | +1.1% | +6.8% |
| 3M | -5.8% | +8.6% | -14.4% | -8.2% |
| 6M | +7.7% | +7.7% | +0.1% | +5.3% |
| YTD | +11.1% | +25.0% | -13.9% | +3.6% |
| 1Y | +6.1% | +18.7% | -12.7% | +0.5% |
| 3Y | +59.8% | +102.1% | -42.2% | +28.1% |
| 5Y | +104.6% | +66.8% | +37.8% | +73.1% |
| 10Y | +170.6% | +123.5% | +47.1% | +107.3% |
| All | +20,384.6% | +2,249.8% | +18,134.8% | +9,134.2% |
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