-25.2%
GIS vs EVRG
+45.7%
-70.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -8.4% | -0.7% | -7.7% | -8.1% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | +8.2% | -1.0% | +9.1% | +8.6% |
| 6M | -12.0% | +1.0% | -13.0% | -12.5% |
| YTD | -18.9% | +15.1% | -34.0% | -23.6% |
| 1Y | -23.6% | +17.6% | -41.2% | -28.7% |
| 3Y | -37.6% | +70.5% | -108.1% | -50.5% |
| 5Y | -25.2% | +48.9% | -74.1% | -37.6% |
| All | -25.2% | +45.7% | -70.8% | -37.6% |
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