+37.1%
GFS vs EVRG
+18.5%
+18.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | +2.6% | +0.9% | +1.8% | +2.6% |
| 30D | -16.4% | -0.5% | -15.8% | -16.4% |
| 3M | -41.6% | +1.5% | -43.1% | -42.1% |
| 6M | -3.7% | +1.2% | -4.8% | -4.2% |
| YTD | +29.3% | +16.3% | +13.0% | +21.5% |
| 1Y | +37.1% | +20.3% | +16.9% | +35.6% |
| All | +37.1% | +18.5% | +18.7% | +35.6% |
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