-21.1%
GIS vs EVRG
+113.9%
-135.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -6.1% | -1.2% | -4.9% | -5.8% |
| 3M | +7.8% | -0.6% | +8.5% | +8.0% |
| 6M | -8.8% | +2.4% | -11.2% | -9.6% |
| YTD | -19.1% | +15.5% | -34.6% | -22.9% |
| 1Y | -24.8% | +16.8% | -41.6% | -28.6% |
| 3Y | -37.6% | +75.0% | -112.6% | -48.3% |
| 5Y | -25.4% | +49.3% | -74.8% | -35.5% |
| All | -21.1% | +113.9% | -135.0% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling