+142.4%
GILD vs EVRG
+48.0%
+94.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +5.8% | -1.2% | +7.0% | +6.2% |
| 3M | +14.9% | -0.6% | +15.5% | +15.2% |
| 6M | -0.4% | +2.4% | -2.8% | -1.3% |
| YTD | +18.5% | +15.5% | +3.1% | +12.2% |
| 1Y | +25.1% | +16.8% | +8.3% | +17.7% |
| 3Y | +105.9% | +75.0% | +30.9% | +64.8% |
| All | +142.4% | +48.0% | +94.4% | +103.0% |
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