+52.4%
GEV vs EVRG
+15.1%
+37.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.1% |
| 7D | -5.1% | +2.3% | -7.5% | -4.8% |
| 30D | -15.8% | +9.0% | -24.8% | -14.9% |
| 3M | -18.2% | +3.7% | -21.9% | -18.0% |
| 6M | -22.4% | +6.8% | -29.2% | -22.0% |
| YTD | +27.7% | +21.9% | +5.8% | +26.2% |
| 1Y | +52.4% | +15.8% | +36.6% | +54.1% |
| All | +52.4% | +15.1% | +37.2% | +54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling