+104.1%
GLDM vs EVRG
+103.1%
+1.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.0% | +2.5% | -4.4% | -2.4% |
| 30D | -4.4% | +8.4% | -12.8% | -5.9% |
| 3M | -8.8% | +8.6% | -17.4% | -10.3% |
| 6M | -15.9% | +7.7% | -23.5% | -17.3% |
| YTD | -7.7% | +25.0% | -32.6% | -12.3% |
| 1Y | -3.6% | +18.7% | -22.3% | -7.3% |
| All | +104.1% | +103.1% | +1.0% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling