+214.2%
GDX vs EVRG
+813.8%
-599.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +18.6% | -1.0% | +19.6% | +19.0% |
| 3M | +14.9% | +0.4% | +14.5% | +14.4% |
| 6M | -6.3% | -0.8% | -5.4% | -6.2% |
| YTD | +15.7% | +15.3% | +0.4% | +9.2% |
| 1Y | +54.8% | +17.9% | +37.0% | +45.0% |
| 3Y | +253.4% | +71.9% | +181.5% | +187.1% |
| 5Y | +219.7% | +45.3% | +174.4% | +174.1% |
| 10Y | +300.2% | +113.1% | +187.2% | +171.6% |
| All | +214.2% | +813.8% | -599.6% | -15.4% |
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 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