+30.4%
GDDY vs EVRG
+48.0%
-17.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +6.8% | -1.2% | +8.0% | +7.0% |
| 3M | +30.5% | -0.6% | +31.1% | +30.7% |
| 6M | +13.3% | +2.4% | +10.9% | +12.8% |
| YTD | -21.0% | +15.5% | -36.4% | -23.3% |
| 1Y | -34.0% | +16.8% | -50.8% | -36.2% |
| 3Y | +33.1% | +75.0% | -41.9% | +17.5% |
| All | +30.4% | +48.0% | -17.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling