+46.4%
GH vs EVRG
+66.7%
-20.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +0.6% | +1.4% | -0.9% | +0.1% |
| 30D | -6.9% | +7.4% | -14.3% | -9.4% |
| 3M | -4.9% | +7.2% | -12.1% | -7.5% |
| 6M | +54.1% | +9.5% | +44.6% | +48.3% |
| YTD | +48.5% | +25.6% | +22.9% | +34.5% |
| 1Y | +61.2% | +20.4% | +40.8% | +48.6% |
| 3Y | +570.3% | +108.8% | +461.5% | +385.0% |
| All | +46.4% | +66.7% | -20.3% | +17.5% |
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