+150.7%
GDX vs EVRG
+66.7%
+84.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -6.8% | +1.4% | -8.2% | -7.4% |
| 30D | -2.1% | +7.4% | -9.5% | -5.5% |
| 3M | -7.5% | +7.2% | -14.7% | -10.7% |
| 6M | -15.2% | +9.5% | -24.6% | -19.3% |
| YTD | -4.8% | +25.6% | -30.4% | -15.8% |
| 1Y | +6.7% | +20.4% | -13.6% | -3.5% |
| 3Y | +212.7% | +108.8% | +103.9% | +112.9% |
| All | +150.7% | +66.7% | +84.0% | +96.1% |
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