+219.4%
GLDM vs EVRG
+118.4%
+101.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | +4.7% | +1.9% | +2.8% | +4.5% |
| 30D | -0.9% | +9.0% | -9.9% | -1.6% |
| 3M | -4.3% | +6.3% | -10.6% | -4.8% |
| 6M | -13.4% | +9.9% | -23.3% | -14.2% |
| YTD | -5.8% | +23.8% | -29.6% | -7.6% |
| 1Y | +2.1% | +19.9% | -17.8% | +0.4% |
| 3Y | +105.0% | +94.3% | +10.8% | +94.3% |
| 5Y | +122.5% | +64.6% | +57.9% | +112.9% |
| All | +219.4% | +118.4% | +101.0% | +207.1% |
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 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