+739.4%
GLD vs EVRG
+855.2%
-115.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +1.9% | +2.8% | +4.6% |
| 30D | -0.9% | +9.0% | -9.9% | -1.5% |
| 3M | -4.4% | +6.3% | -10.7% | -4.8% |
| 6M | -13.6% | +9.9% | -23.5% | -14.2% |
| YTD | -6.0% | +23.8% | -29.8% | -7.4% |
| 1Y | +1.8% | +19.9% | -18.1% | +0.4% |
| 3Y | +103.2% | +94.3% | +8.9% | +94.6% |
| 5Y | +119.3% | +64.6% | +54.7% | +111.7% |
| 10Y | +199.5% | +121.7% | +77.7% | +182.5% |
| All | +739.4% | +855.2% | -115.8% | +625.9% |
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 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