-20.1%
GFS vs EVRG
+104.1%
-124.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +7.4% | +1.4% | +6.0% | +7.3% |
| 30D | -15.3% | +7.4% | -22.7% | -15.5% |
| 3M | -21.1% | +7.2% | -28.3% | -21.4% |
| 6M | -44.5% | +9.5% | -54.0% | -44.9% |
| YTD | +19.2% | +25.6% | -6.4% | +16.2% |
| 1Y | +27.2% | +20.4% | +6.9% | +24.6% |
| 3Y | -20.1% | +108.8% | -129.0% | -30.3% |
| All | -20.1% | +104.1% | -124.2% | -30.3% |
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