+20.7%
GLD vs EVRG
+19.4%
+1.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +0.1% | +0.6% | -0.4% | 0.0% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | +3.2% | -0.5% | +3.7% | +2.7% |
| 6M | -14.6% | +0.2% | -14.8% | -15.2% |
| YTD | +1.8% | +14.9% | -13.1% | -3.9% |
| 1Y | +20.7% | +18.2% | +2.5% | +13.9% |
| All | +20.7% | +19.4% | +1.4% | +13.9% |
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