+24.8%
GDX vs EVRG
+15.1%
+9.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.8% |
| 7D | +0.8% | +2.3% | -1.6% | +0.3% |
| 30D | -3.2% | +9.0% | -12.2% | -5.4% |
| 3M | +8.6% | +3.7% | +4.9% | +7.4% |
| 6M | -1.2% | +6.8% | -8.0% | -3.7% |
| YTD | -1.4% | +21.9% | -23.3% | -9.3% |
| 1Y | +24.8% | +15.8% | +9.0% | +21.4% |
| All | +24.8% | +15.1% | +9.7% | +21.4% |
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