+289.2%
GFI vs EVRG
+72.5%
+216.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +10.7% | -1.2% | +12.0% | +11.4% |
| 3M | +25.6% | -0.6% | +26.2% | +25.5% |
| 6M | -8.3% | +2.4% | -10.7% | -10.2% |
| YTD | +6.3% | +15.5% | -9.1% | -4.3% |
| 1Y | +22.1% | +16.8% | +5.2% | +8.9% |
| 3Y | +289.2% | +75.0% | +214.2% | +156.3% |
| All | +289.2% | +72.5% | +216.7% | +156.3% |
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