-34.7%
GFS vs EVRG
+64.6%
-99.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -7.8% | +1.9% | -9.7% | -8.2% |
| 30D | -19.7% | +9.0% | -28.7% | -21.3% |
| 3M | -23.1% | +6.3% | -29.4% | -24.3% |
| 6M | -46.4% | +9.9% | -56.3% | -47.9% |
| YTD | +11.0% | +23.8% | -12.8% | +4.4% |
| 1Y | +12.6% | +19.9% | -7.2% | +6.8% |
| 3Y | -24.9% | +94.3% | -119.2% | -39.4% |
| All | -34.7% | +64.6% | -99.3% | -44.6% |
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 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