+215.1%
GDXJ vs EVRG
+113.9%
+101.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +5.0% | -1.2% | +6.2% | +5.3% |
| 3M | +24.1% | -0.6% | +24.7% | +24.1% |
| 6M | -7.4% | +2.4% | -9.8% | -8.4% |
| YTD | +10.2% | +15.5% | -5.2% | +4.4% |
| 1Y | +42.5% | +16.8% | +25.7% | +34.5% |
| 3Y | +285.7% | +75.0% | +210.7% | +216.3% |
| 5Y | +231.9% | +49.3% | +182.5% | +185.2% |
| All | +215.1% | +113.9% | +101.2% | +135.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling