+867.9%
GLW vs EVRG
+111.7%
+756.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.1% |
| 7D | +16.9% | +0.6% | +16.3% | +16.6% |
| 30D | +7.0% | -0.2% | +7.2% | +7.1% |
| 3M | -3.0% | -0.5% | -2.5% | -3.1% |
| 6M | +31.0% | +0.2% | +30.8% | +30.3% |
| YTD | +93.4% | +14.9% | +78.5% | +80.0% |
| 1Y | +134.7% | +18.2% | +116.5% | +115.1% |
| 3Y | +471.8% | +70.2% | +401.6% | +331.2% |
| 5Y | +394.5% | +45.3% | +349.1% | +298.7% |
| 10Y | +867.9% | +112.4% | +755.5% | +587.5% |
| All | +867.9% | +111.7% | +756.2% | +587.5% |
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 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