+233.6%
GDX vs EVRG
+44.9%
+188.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +9.9% | -0.2% | +10.2% | +9.9% |
| 3M | +28.2% | -0.5% | +28.7% | +28.0% |
| 6M | -2.9% | +0.2% | -3.1% | -3.5% |
| YTD | +16.0% | +14.9% | +1.1% | +7.2% |
| 1Y | +49.9% | +18.2% | +31.7% | +36.6% |
| 3Y | +263.6% | +70.2% | +193.4% | +172.7% |
| 5Y | +233.6% | +45.3% | +188.2% | +165.4% |
| All | +233.6% | +44.9% | +188.7% | +165.4% |
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 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