+2,841.0%
GE vs EVRG
+2,261.5%
+579.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.7% | +1.4% | +1.2% | +2.1% |
| 30D | +8.1% | +7.4% | +0.7% | +5.0% |
| 3M | -7.9% | +7.2% | -15.1% | -10.4% |
| 6M | +12.9% | +9.5% | +3.4% | +8.7% |
| YTD | +8.2% | +25.6% | -17.4% | -1.6% |
| 1Y | +9.7% | +20.4% | -10.7% | +1.5% |
| 3Y | +266.1% | +108.8% | +157.3% | +169.1% |
| 5Y | +407.4% | +68.0% | +339.4% | +302.4% |
| 10Y | +150.3% | +124.6% | +25.7% | +72.9% |
| All | +2,841.0% | +2,261.5% | +579.5% | +803.1% |
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 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