+117.5%
GLD vs EVRG
+67.6%
+49.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +1.9% | +2.8% | +4.4% |
| 30D | -0.9% | +9.0% | -9.9% | -2.3% |
| 3M | -4.4% | +6.3% | -10.7% | -5.4% |
| 6M | -13.6% | +9.9% | -23.5% | -15.1% |
| YTD | -6.0% | +23.8% | -29.8% | -9.5% |
| 1Y | +1.8% | +19.9% | -18.1% | -1.5% |
| 3Y | +103.2% | +94.3% | +8.9% | +82.4% |
| All | +117.5% | +67.6% | +49.9% | +103.1% |
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