+218.2%
GLD vs EVRG
+111.7%
+106.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +0.1% | +0.6% | -0.4% | +0.1% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +3.2% | -0.5% | +3.7% | +3.2% |
| 6M | -14.6% | +0.2% | -14.8% | -14.7% |
| YTD | +1.8% | +14.9% | -13.1% | +0.5% |
| 1Y | +20.7% | +18.2% | +2.5% | +19.0% |
| 3Y | +126.5% | +70.2% | +56.3% | +117.1% |
| 5Y | +140.0% | +45.3% | +94.7% | +131.9% |
| 10Y | +218.2% | +112.4% | +105.8% | +196.6% |
| All | +218.2% | +111.7% | +106.5% | +196.6% |
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 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