-2.4%
GFS vs EVRG
+56.0%
-58.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -8.6% | -1.0% | -7.6% | -8.4% |
| 3M | -46.5% | +0.4% | -47.0% | -46.8% |
| 6M | -4.8% | -0.8% | -4.0% | -5.0% |
| YTD | +29.7% | +15.3% | +14.3% | +23.9% |
| 1Y | +35.8% | +17.9% | +18.0% | +29.1% |
| 3Y | -18.3% | +71.9% | -90.3% | -31.9% |
| All | -2.4% | +56.0% | -58.5% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling