+23.6%
GFS vs EVRG
+18.9%
+4.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +6.2% | +2.5% | +3.8% | +6.6% |
| 30D | -11.4% | +8.4% | -19.7% | -10.8% |
| 3M | -15.5% | +8.6% | -24.1% | -15.1% |
| 6M | -42.6% | +7.7% | -50.3% | -42.6% |
| YTD | +23.2% | +25.0% | -1.8% | +16.6% |
| 1Y | +23.6% | +18.7% | +4.8% | +19.9% |
| All | +23.6% | +18.9% | +4.7% | +19.9% |
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 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