+606.9%
GEV vs EVRG
+74.2%
+532.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -1.9% | -0.7% | -1.2% | -1.9% |
| 30D | -8.7% | 0.0% | -8.7% | -8.7% |
| 3M | +6.6% | -1.0% | +7.6% | +6.3% |
| 6M | +10.2% | +1.0% | +9.2% | +9.7% |
| YTD | +41.6% | +15.1% | +26.5% | +37.7% |
| 1Y | +43.9% | +17.6% | +26.3% | +39.1% |
| All | +606.9% | +74.2% | +532.7% | +524.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling