+123.2%
GLW vs EVRG
+17.4%
+105.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -1.3% | -1.0% | -0.3% | -1.0% |
| 3M | -21.8% | +0.4% | -22.2% | -23.0% |
| 6M | +6.9% | -0.8% | +7.7% | +6.3% |
| YTD | +77.2% | +15.3% | +61.8% | +65.9% |
| 1Y | +123.2% | +17.9% | +105.4% | +113.4% |
| All | +123.2% | +17.4% | +105.8% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling