+1,463.7%
GIS vs EVRG
+2,087.5%
-623.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -8.3% | +0.9% | -9.2% | -8.5% |
| 30D | +2.2% | -0.5% | +2.7% | +2.3% |
| 3M | +15.7% | +1.5% | +14.2% | +15.3% |
| 6M | -12.0% | +1.2% | -13.1% | -12.2% |
| YTD | -15.0% | +16.3% | -31.3% | -18.0% |
| 1Y | -20.1% | +20.3% | -40.4% | -23.6% |
| 3Y | -34.6% | +72.3% | -106.9% | -42.6% |
| 5Y | -22.8% | +46.7% | -69.5% | -30.1% |
| 10Y | -18.5% | +113.8% | -132.3% | -33.4% |
| All | +1,463.7% | +2,087.5% | -623.9% | +673.4% |
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