-2.4%
GLD vs EVRG
+20.4%
-22.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +3.5% | -0.7% | +2.6% |
| 30D | -4.0% | +9.2% | -13.2% | -4.6% |
| 3M | -8.2% | +8.6% | -16.9% | -9.0% |
| 6M | -14.8% | +10.0% | -24.8% | -16.3% |
| YTD | -6.8% | +25.1% | -31.9% | -10.5% |
| 1Y | -2.4% | +19.5% | -21.9% | -5.5% |
| All | -2.4% | +20.4% | -22.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling