+1,036.1%
GFI vs EVRG
+113.9%
+922.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +13.2% | -1.2% | +14.5% | +13.6% |
| 3M | +28.5% | -0.6% | +29.1% | +28.5% |
| 6M | -6.2% | +2.4% | -8.6% | -6.9% |
| YTD | +8.7% | +15.5% | -6.7% | +4.6% |
| 1Y | +24.8% | +16.8% | +8.0% | +19.7% |
| 3Y | +298.0% | +75.0% | +223.0% | +247.0% |
| 5Y | +546.0% | +49.3% | +496.7% | +480.4% |
| All | +1,036.1% | +113.9% | +922.1% | +890.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling