+220.4%
GDXJ vs EVRG
+48.0%
+172.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | +24.1% | -0.6% | +24.7% | +24.0% |
| 6M | -7.4% | +2.4% | -9.8% | -9.0% |
| YTD | +10.2% | +15.5% | -5.2% | +1.2% |
| 1Y | +42.5% | +16.8% | +25.7% | +30.1% |
| 3Y | +285.7% | +75.0% | +210.7% | +180.1% |
| All | +220.4% | +48.0% | +172.4% | +148.9% |
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 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