+502.4%
GFI vs EVRG
+48.0%
+454.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +10.7% | -1.2% | +12.0% | +11.3% |
| 3M | +25.6% | -0.6% | +26.2% | +25.6% |
| 6M | -8.3% | +2.4% | -10.7% | -9.8% |
| YTD | +6.3% | +15.5% | -9.1% | -2.6% |
| 1Y | +22.1% | +16.8% | +5.2% | +11.1% |
| 3Y | +289.2% | +75.0% | +214.2% | +181.7% |
| All | +502.4% | +48.0% | +454.4% | +366.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling