+463.3%
GLW vs EVRG
+72.7%
+390.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.7% | +7.3% |
| 7D | +14.0% | +0.9% | +13.1% | +13.7% |
| 30D | +0.4% | -0.5% | +0.9% | +0.6% |
| 3M | -11.3% | +1.5% | -12.9% | -12.1% |
| 6M | +35.1% | +1.2% | +33.9% | +33.9% |
| YTD | +90.5% | +16.3% | +74.2% | +81.0% |
| 1Y | +132.0% | +20.3% | +111.8% | +118.1% |
| 3Y | +463.3% | +72.3% | +391.0% | +367.9% |
| All | +463.3% | +72.7% | +390.6% | +367.9% |
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