+145.9%
GLDM vs EVRG
+45.5%
+100.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +4.4% | -1.0% | +5.4% | +4.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.3% |
| 6M | -13.7% | -0.8% | -12.8% | -13.7% |
| YTD | +2.8% | +15.3% | -12.6% | +0.1% |
| 1Y | +24.8% | +17.9% | +7.0% | +21.3% |
| 3Y | +127.8% | +71.9% | +55.9% | +108.6% |
| All | +145.9% | +45.5% | +100.4% | +128.5% |
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