+79.8%
GDXJ vs EVRG
+684.6%
-604.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.8% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +29.8% | -0.5% | +30.3% | +29.8% |
| 6M | -5.8% | +0.2% | -6.0% | -6.3% |
| YTD | +13.6% | +14.9% | -1.3% | +6.7% |
| 1Y | +54.5% | +18.2% | +36.3% | +43.4% |
| 3Y | +301.4% | +70.2% | +231.2% | +219.5% |
| 5Y | +236.3% | +45.3% | +191.0% | +183.4% |
| 10Y | +240.1% | +112.4% | +127.7% | +127.4% |
| All | +79.8% | +684.6% | -604.8% | -61.5% |
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