+12.0%
GEHC vs EVRG
+52.4%
-40.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -7.0% | -0.5% | -6.4% | -6.9% |
| 3M | +3.3% | +1.5% | +1.8% | +2.7% |
| 6M | -10.0% | +1.2% | -11.2% | -10.5% |
| YTD | -18.5% | +16.3% | -34.8% | -22.5% |
| 1Y | -14.4% | +20.3% | -34.7% | -19.7% |
| 3Y | +3.4% | +72.3% | -68.9% | -13.0% |
| All | +12.0% | +52.4% | -40.5% | -1.8% |
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